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 | 16.02% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 876'855 | 442'858 | 50'430 CHF | 29'888 CHF | 99.39% | 99.39% |
19.11.2024 | 13.12% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 708'549 | 367'418 | 50'452 CHF | 29'847 CHF | 99.24% | 99.24% |
18.11.2024 | 14.53% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 788'481 | 404'603 | 50'318 CHF | 29'881 CHF | 99.28% | 99.28% |
15.11.2024 | 14.34% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 778'991 | 399'185 | 50'407 CHF | 29'837 CHF | 99.38% | 99.38% |
14.11.2024 | 11.86% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 635'720 | 328'678 | 50'431 CHF | 29'356 CHF | 99.35% | 99.35% |
13.11.2024 | 13.98% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 759'716 | 390'251 | 50'556 CHF | 29'886 CHF | 99.39% | 99.39% |
12.11.2024 | 13.23% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 716'165 | 371'642 | 50'590 CHF | 29'969 CHF | 99.05% | 99.05% |
11.11.2024 | 13.45% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 723'932 | 375'248 | 50'203 CHF | 29'775 CHF | 99.22% | 99.22% |
08.11.2024 | 10.64% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 577'899 | 312'244 | 51'433 CHF | 31'033 CHF | 99.39% | 99.39% |
07.11.2024 | 8.53% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 453'349 | 453'348 | 50'937 CHF | 55'471 CHF | 99.27% | 99.27% |