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 | 19.39% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 988'685 | 303'976 | 46'194 CHF | 17'588 CHF | 99.45% | 99.45% |
19.11.2024 | 19.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 985'165 | 353'093 | 46'603 CHF | 20'540 CHF | 98.35% | 98.35% |
18.11.2024 | 16.82% | 0.05 CHF | 0.06 CHF | 925'000 | 475'000 | 923'059 | 471'935 | 50'319 CHF | 30'447 CHF | 99.33% | 99.33% |
15.11.2024 | 15.27% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 844'004 | 423'701 | 51'107 CHF | 29'899 CHF | 98.92% | 98.92% |
14.11.2024 | 16.72% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 921'644 | 473'209 | 50'503 CHF | 30'665 CHF | 98.76% | 98.76% |
13.11.2024 | 16.59% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 816'031 | 415'150 | 45'172 CHF | 27'133 CHF | 99.08% | 99.08% |
12.11.2024 | 16.42% | 0.06 CHF | 0.07 CHF | 463'000 | 238'000 | 456'031 | 233'083 | 25'501 CHF | 15'361 CHF | 99.09% | 99.09% |
11.11.2024 | 16.66% | 0.06 CHF | 0.07 CHF | 500'000 | 250'000 | 462'311 | 236'013 | 25'441 CHF | 15'348 CHF | 99.30% | 99.30% |
08.11.2024 | 13.73% | 0.06 CHF | 0.07 CHF | 425'000 | 213'000 | 372'707 | 191'920 | 25'288 CHF | 14'950 CHF | 99.41% | 99.41% |
07.11.2024 | 13.21% | 0.08 CHF | 0.09 CHF | 338'000 | 175'000 | 358'181 | 185'513 | 25'325 CHF | 14'972 CHF | 99.21% | 99.21% |