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 | 9.58% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 508'420 | 433'769 | 50'618 CHF | 48'113 CHF | 100.00% | 100.00% |
19.11.2024 | 7.82% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 417'386 | 413'704 | 51'398 CHF | 55'200 CHF | 99.89% | 99.89% |
18.11.2024 | 9.40% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 495'825 | 495'825 | 50'328 CHF | 55'286 CHF | 99.85% | 99.85% |
15.11.2024 | 10.71% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 580'612 | 320'270 | 51'283 CHF | 31'770 CHF | 100.00% | 100.00% |
14.11.2024 | 10.37% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 560'459 | 329'871 | 51'242 CHF | 33'711 CHF | 100.00% | 100.00% |
13.11.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 429'125 | 429'125 | 51'509 CHF | 55'800 CHF | 100.00% | 100.00% |
12.11.2024 | 10.13% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 550'894 | 358'565 | 51'568 CHF | 38'000 CHF | 99.68% | 99.68% |
11.11.2024 | 12.08% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 642'750 | 337'323 | 49'960 CHF | 29'624 CHF | 99.90% | 99.90% |
08.11.2024 | 8.24% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 442'004 | 442'004 | 51'449 CHF | 55'869 CHF | 100.00% | 100.00% |
07.11.2024 | 6.80% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 369'382 | 369'383 | 52'513 CHF | 56'207 CHF | 99.91% | 99.91% |