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 | 10.73% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 580'578 | 328'905 | 51'245 CHF | 32'654 CHF | 100.00% | 100.00% |
19.11.2024 | 12.18% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 653'146 | 344'591 | 50'369 CHF | 30'154 CHF | 99.91% | 99.91% |
18.11.2024 | 10.49% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 569'635 | 318'482 | 51'448 CHF | 32'067 CHF | 99.88% | 99.88% |
15.11.2024 | 10.26% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 555'408 | 358'451 | 51'333 CHF | 37'193 CHF | 100.00% | 100.00% |
14.11.2024 | 12.41% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 668'361 | 344'917 | 50'449 CHF | 29'505 CHF | 100.00% | 100.00% |
13.11.2024 | 14.14% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 771'426 | 396'974 | 50'661 CHF | 30'056 CHF | 100.00% | 100.00% |
12.11.2024 | 9.21% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 495'833 | 452'728 | 51'404 CHF | 52'192 CHF | 99.67% | 99.67% |
11.11.2024 | 8.67% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 469'544 | 469'544 | 51'820 CHF | 56'515 CHF | 99.89% | 99.89% |