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 | 8.32% | 0.12 CHF | 0.13 CHF | 420'000 | 250'000 | 397'247 | 129'506 | 50'639 CHF | 17'680 CHF | 99.15% | 99.15% |
19.11.2024 | 7.79% | 0.15 CHF | 0.16 CHF | 340'000 | 250'000 | 380'498 | 129'761 | 50'668 CHF | 19'146 CHF | 98.28% | 98.28% |
18.11.2024 | 11.74% | 0.10 CHF | 0.11 CHF | 500'000 | 250'000 | 499'781 | 129'234 | 45'950 CHF | 13'430 CHF | 98.54% | 98.54% |
15.11.2024 | 10.04% | 0.11 CHF | 0.12 CHF | 460'000 | 250'000 | 459'562 | 130'473 | 50'514 CHF | 15'659 CHF | 95.82% | 95.82% |
14.11.2024 | 14.90% | 0.08 CHF | 0.09 CHF | 500'000 | 250'000 | 500'000 | 129'569 | 36'727 CHF | 11'247 CHF | 98.86% | 98.86% |
13.11.2024 | 10.76% | 0.07 CHF | 0.08 CHF | 500'000 | 250'000 | 500'000 | 131'837 | 46'988 CHF | 13'307 CHF | 93.45% | 93.45% |
12.11.2024 | 12.86% | 0.09 CHF | 0.10 CHF | 500'000 | 250'000 | 499'974 | 130'575 | 44'633 CHF | 13'015 CHF | 95.63% | 95.63% |
11.11.2024 | 8.66% | 0.09 CHF | 0.10 CHF | 500'000 | 250'000 | 399'236 | 129'383 | 49'774 CHF | 16'815 CHF | 99.10% | 99.10% |
08.11.2024 | 7.31% | 0.15 CHF | 0.16 CHF | 340'000 | 250'000 | 290'089 | 129'791 | 50'643 CHF | 23'804 CHF | 98.21% | 98.21% |
07.11.2024 | 6.66% | 0.16 CHF | 0.17 CHF | 320'000 | 250'000 | 297'102 | 130'599 | 50'814 CHF | 23'470 CHF | 97.10% | 97.10% |