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 | 13.69% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 745'004 | 384'093 | 50'700 CHF | 29'988 CHF | 100.00% | 100.00% |
19.11.2024 | 14.63% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 794'751 | 407'034 | 50'276 CHF | 29'854 CHF | 99.10% | 99.10% |
18.11.2024 | 12.50% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 674'545 | 349'773 | 50'598 CHF | 29'735 CHF | 99.94% | 99.94% |
15.11.2024 | 12.85% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 696'853 | 360'928 | 50'742 CHF | 29'892 CHF | 100.00% | 100.00% |
14.11.2024 | 15.02% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 830'468 | 419'733 | 51'114 CHF | 30'046 CHF | 100.00% | 100.00% |
13.11.2024 | 15.98% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 885'784 | 445'685 | 51'005 CHF | 30'113 CHF | 100.00% | 100.00% |
12.11.2024 | 14.50% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 786'533 | 403'468 | 50'336 CHF | 29'867 CHF | 99.98% | 99.98% |
11.11.2024 | 13.57% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 739'334 | 381'875 | 50'783 CHF | 30'051 CHF | 100.00% | 100.00% |
08.11.2024 | 14.75% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 799'298 | 407'887 | 50'150 CHF | 29'689 CHF | 98.94% | 98.94% |
07.11.2024 | 12.49% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 669'386 | 348'056 | 50'234 CHF | 29'605 CHF | 85.84% | 85.84% |