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 | 17.29% | 0.05 CHF | 0.06 CHF | 925'000 | 475'000 | 946'619 | 478'067 | 50'058 CHF | 30'065 CHF | 99.35% | 99.35% |
20.11.2024 | 17.11% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 935'778 | 474'150 | 50'081 CHF | 30'118 CHF | 99.39% | 99.39% |
19.11.2024 | 12.30% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 660'099 | 341'220 | 50'363 CHF | 29'451 CHF | 99.28% | 99.28% |
18.11.2024 | 13.92% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 755'360 | 390'049 | 50'492 CHF | 29'975 CHF | 99.25% | 99.25% |
15.11.2024 | 13.25% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 719'531 | 373'042 | 50'736 CHF | 30'036 CHF | 99.39% | 99.39% |
14.11.2024 | 13.73% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 740'703 | 383'516 | 50'247 CHF | 29'852 CHF | 99.36% | 99.36% |
13.11.2024 | 13.14% | 0.07 CHF | 0.08 CHF | 625'000 | 325'000 | 704'399 | 363'780 | 50'071 CHF | 29'520 CHF | 99.36% | 99.36% |
12.11.2024 | 14.18% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 763'964 | 392'849 | 50'037 CHF | 29'676 CHF | 99.09% | 99.09% |
11.11.2024 | 15.31% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 837'688 | 421'487 | 50'485 CHF | 29'619 CHF | 99.29% | 99.29% |