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 | 12.19% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 656'131 | 338'957 | 50'596 CHF | 29'519 CHF | 100.00% | 100.00% |
19.11.2024 | 10.56% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 572'622 | 374'793 | 51'402 CHF | 38'285 CHF | 99.55% | 99.55% |
18.11.2024 | 14.43% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 782'463 | 401'003 | 50'318 CHF | 29'809 CHF | 99.94% | 99.94% |
15.11.2024 | 13.79% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 747'736 | 386'368 | 50'478 CHF | 29'948 CHF | 100.00% | 100.00% |
14.11.2024 | 11.26% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 606'928 | 317'124 | 50'881 CHF | 29'790 CHF | 100.00% | 100.00% |
13.11.2024 | 9.95% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 541'013 | 378'624 | 51'676 CHF | 40'695 CHF | 100.00% | 100.00% |
12.11.2024 | 11.52% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 622'461 | 329'445 | 50'980 CHF | 30'378 CHF | 99.98% | 99.98% |
11.11.2024 | 12.54% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 661'050 | 341'314 | 49'332 CHF | 28'875 CHF | 100.00% | 100.00% |