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 | 9.84% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 526'725 | 437'193 | 50'974 CHF | 47'348 CHF | 100.00% | 100.00% |
19.11.2024 | 11.19% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 600'155 | 338'481 | 50'657 CHF | 32'473 CHF | 99.88% | 99.88% |
18.11.2024 | 8.84% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 474'921 | 474'921 | 51'368 CHF | 56'117 CHF | 99.92% | 99.92% |
15.11.2024 | 6.46% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 346'199 | 346'197 | 51'877 CHF | 55'338 CHF | 100.00% | 100.00% |
14.11.2024 | 6.17% | 0.17 CHF | 0.18 CHF | 350'000 | 350'000 | 335'840 | 335'824 | 52'710 CHF | 56'065 CHF | 100.00% | 100.00% |
13.11.2024 | 8.08% | 0.13 CHF | 0.14 CHF | 475'000 | 475'000 | 436'187 | 436'187 | 51'813 CHF | 56'175 CHF | 100.00% | 100.00% |
12.11.2024 | 6.34% | 0.11 CHF | 0.12 CHF | 400'000 | 400'000 | 338'380 | 338'381 | 51'669 CHF | 55'053 CHF | 99.71% | 99.71% |
11.11.2024 | 5.00% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 268'685 | 268'685 | 52'309 CHF | 54'995 CHF | 99.90% | 99.90% |
08.11.2024 | 6.82% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 369'379 | 369'379 | 52'321 CHF | 56'015 CHF | 100.00% | 100.00% |
07.11.2024 | 7.77% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 415'407 | 415'407 | 51'417 CHF | 55'571 CHF | 99.90% | 99.90% |