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 | 9.48% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 500'178 | 494'580 | 50'280 CHF | 54'674 CHF | 99.49% | 99.49% |
19.11.2024 | 12.40% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 659'295 | 344'028 | 49'899 CHF | 29'473 CHF | 98.64% | 98.64% |
18.11.2024 | 13.74% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 741'391 | 384'101 | 50'267 CHF | 29'893 CHF | 99.30% | 99.30% |
15.11.2024 | 11.19% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 600'517 | 303'219 | 50'640 CHF | 28'599 CHF | 97.95% | 97.95% |
14.11.2024 | 9.36% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 504'269 | 441'734 | 51'511 CHF | 50'915 CHF | 99.15% | 99.15% |
13.11.2024 | 9.23% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 431'622 | 431'622 | 44'711 CHF | 49'027 CHF | 99.22% | 99.22% |
12.11.2024 | 8.67% | 0.10 CHF | 0.11 CHF | 250'000 | 250'000 | 232'679 | 232'678 | 25'680 CHF | 28'007 CHF | 99.17% | 99.17% |
11.11.2024 | 7.88% | 0.13 CHF | 0.14 CHF | 200'000 | 200'000 | 208'569 | 208'569 | 25'430 CHF | 27'516 CHF | 99.32% | 99.32% |
08.11.2024 | 7.74% | 0.14 CHF | 0.15 CHF | 188'000 | 188'000 | 207'996 | 207'996 | 25'860 CHF | 27'940 CHF | 99.50% | 99.50% |
07.11.2024 | 7.58% | 0.11 CHF | 0.12 CHF | 213'000 | 213'000 | 202'745 | 202'745 | 25'750 CHF | 27'777 CHF | 99.38% | 99.38% |