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 | 11.31% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 605'249 | 307'891 | 50'486 CHF | 28'751 CHF | 99.39% | 99.39% |
19.11.2024 | 11.29% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 597'618 | 310'839 | 50'023 CHF | 29'109 CHF | 99.09% | 99.09% |
18.11.2024 | 12.37% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 661'473 | 343'298 | 50'191 CHF | 29'479 CHF | 99.27% | 99.27% |
15.11.2024 | 13.32% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 720'285 | 372'905 | 50'498 CHF | 29'882 CHF | 99.39% | 99.39% |
14.11.2024 | 17.79% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 925'832 | 340'717 | 47'790 CHF | 21'844 CHF | 99.34% | 99.34% |
13.11.2024 | 19.96% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 994'146 | 260'394 | 44'857 CHF | 14'378 CHF | 99.39% | 99.39% |
12.11.2024 | 22.09% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 994'612 | 250'000 | 40'295 CHF | 12'628 CHF | 99.06% | 99.06% |
11.11.2024 | 24.63% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 978'955 | 245'646 | 34'899 CHF | 11'213 CHF | 99.22% | 99.22% |