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 | 8.69% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 467'276 | 447'845 | 51'449 CHF | 54'147 CHF | 100.00% | 100.00% |
19.11.2024 | 10.09% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 538'764 | 418'640 | 50'666 CHF | 44'496 CHF | 99.91% | 99.91% |
18.11.2024 | 11.18% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 602'212 | 304'557 | 50'893 CHF | 28'780 CHF | 99.85% | 99.85% |
15.11.2024 | 11.69% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 625'209 | 322'665 | 50'394 CHF | 29'225 CHF | 100.00% | 100.00% |
14.11.2024 | 12.05% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 652'290 | 335'155 | 50'871 CHF | 29'471 CHF | 100.00% | 100.00% |
13.11.2024 | 10.90% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 592'231 | 307'456 | 51'425 CHF | 29'799 CHF | 100.00% | 100.00% |
12.11.2024 | 13.23% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 715'066 | 371'119 | 50'471 CHF | 29'906 CHF | 99.71% | 99.71% |
11.11.2024 | 14.69% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 797'644 | 406'506 | 50'342 CHF | 29'734 CHF | 99.83% | 99.83% |