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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 10.91% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 594'931 | 313'341 | 51'569 CHF | 30'351 CHF | 99.36% | 99.36% |
20.11.2024 | 11.19% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 601'368 | 307'407 | 50'758 CHF | 29'018 CHF | 99.37% | 99.37% |
19.11.2024 | 11.45% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 615'621 | 316'742 | 50'722 CHF | 29'256 CHF | 98.57% | 98.57% |
18.11.2024 | 14.30% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 782'924 | 401'130 | 50'861 CHF | 30'084 CHF | 99.28% | 99.28% |
15.11.2024 | 12.79% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 684'959 | 359'426 | 50'141 CHF | 29'962 CHF | 99.38% | 99.38% |
14.11.2024 | 9.05% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 483'197 | 483'197 | 51'047 CHF | 55'879 CHF | 99.34% | 99.34% |
13.11.2024 | 9.57% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 507'836 | 456'700 | 50'566 CHF | 50'496 CHF | 99.37% | 99.37% |
12.11.2024 | 10.39% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 561'481 | 341'466 | 51'213 CHF | 34'921 CHF | 99.08% | 99.08% |
11.11.2024 | 11.87% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 626'261 | 322'172 | 49'642 CHF | 28'745 CHF | 99.29% | 99.29% |