Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 11.44% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 612'109 | 312'566 | 50'486 CHF | 28'895 CHF | 99.42% | 99.42% |
19.11.2024 | 10.69% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 561'153 | 356'147 | 49'819 CHF | 35'832 CHF | 99.32% | 99.32% |
18.11.2024 | 13.82% | 0.08 CHF | 0.09 CHF | 725'000 | 375'000 | 746'506 | 385'826 | 50'242 CHF | 29'854 CHF | 99.30% | 99.30% |
15.11.2024 | 16.90% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 936'087 | 475'390 | 50'727 CHF | 30'521 CHF | 99.46% | 99.46% |
14.11.2024 | 17.63% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 970'721 | 484'347 | 50'276 CHF | 29'962 CHF | 99.45% | 99.45% |
13.11.2024 | 13.73% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 650'134 | 336'683 | 44'144 CHF | 26'235 CHF | 98.83% | 98.83% |
12.11.2024 | 14.57% | 0.07 CHF | 0.08 CHF | 425'000 | 213'000 | 393'498 | 202'138 | 25'019 CHF | 14'886 CHF | 98.93% | 98.93% |
11.11.2024 | 8.66% | 0.08 CHF | 0.09 CHF | 313'000 | 163'000 | 229'763 | 199'598 | 25'445 CHF | 24'870 CHF | 99.33% | 99.33% |
08.11.2024 | 6.91% | 0.14 CHF | 0.15 CHF | 188'000 | 188'000 | 188'196 | 188'196 | 26'298 CHF | 28'180 CHF | 99.49% | 99.49% |
07.11.2024 | 7.24% | 0.14 CHF | 0.15 CHF | 188'000 | 188'000 | 195'938 | 195'937 | 26'102 CHF | 28'062 CHF | 99.27% | 99.27% |