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 | 7.63% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 409'859 | 409'859 | 51'711 CHF | 55'810 CHF | 99.37% | 99.37% |
19.11.2024 | 8.79% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 476'154 | 469'064 | 51'871 CHF | 55'752 CHF | 99.27% | 99.27% |
18.11.2024 | 11.70% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 622'623 | 323'603 | 50'097 CHF | 29'271 CHF | 99.18% | 99.18% |
15.11.2024 | 12.23% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 658'708 | 341'854 | 50'574 CHF | 29'666 CHF | 99.39% | 99.39% |
14.11.2024 | 13.18% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 711'588 | 369'353 | 50'436 CHF | 29'874 CHF | 99.34% | 99.34% |
13.11.2024 | 12.60% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 676'721 | 351'873 | 50'313 CHF | 29'682 CHF | 99.38% | 99.38% |
12.11.2024 | 11.95% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 634'581 | 330'720 | 49'897 CHF | 29'314 CHF | 99.03% | 99.03% |
11.11.2024 | 11.23% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 601'981 | 304'377 | 50'585 CHF | 28'614 CHF | 99.27% | 99.27% |
08.11.2024 | 10.57% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 574'682 | 305'725 | 51'508 CHF | 30'465 CHF | 99.37% | 99.37% |
07.11.2024 | 9.56% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 502'323 | 486'900 | 50'025 CHF | 53'485 CHF | 99.26% | 99.26% |