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 | 11.64% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 624'084 | 322'869 | 50'499 CHF | 29'351 CHF | 99.38% | 99.38% |
19.11.2024 | 11.75% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 630'550 | 326'728 | 50'516 CHF | 29'434 CHF | 99.28% | 99.28% |
18.11.2024 | 13.54% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 732'425 | 379'306 | 50'445 CHF | 29'919 CHF | 99.25% | 99.25% |
15.11.2024 | 14.75% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 806'321 | 408'780 | 50'617 CHF | 29'769 CHF | 99.39% | 99.39% |
14.11.2024 | 12.44% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 665'445 | 346'328 | 50'167 CHF | 29'570 CHF | 99.36% | 99.36% |
13.11.2024 | 12.63% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 678'788 | 352'949 | 50'349 CHF | 29'713 CHF | 99.39% | 99.39% |
12.11.2024 | 14.19% | 0.08 CHF | 0.09 CHF | 725'000 | 375'000 | 769'577 | 398'130 | 50'407 CHF | 30'060 CHF | 99.08% | 99.08% |
11.11.2024 | 15.95% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 883'992 | 449'061 | 51'011 CHF | 30'395 CHF | 99.24% | 99.24% |
08.11.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 847'323 | 425'240 | 50'859 CHF | 29'777 CHF | 99.39% | 99.39% |
07.11.2024 | 13.79% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 743'454 | 384'971 | 50'209 CHF | 29'849 CHF | 99.27% | 99.27% |