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 | 6.88% | 0.12 CHF | 0.13 CHF | 510'000 | 510'000 | 248'260 | 248'260 | 34'694 CHF | 37'182 CHF | 99.88% | 99.88% |
19.11.2024 | 7.18% | 0.13 CHF | 0.14 CHF | 520'000 | 520'000 | 252'321 | 252'321 | 34'357 CHF | 36'884 CHF | 100.00% | 100.00% |
18.11.2024 | 7.63% | 0.16 CHF | 0.17 CHF | 520'000 | 520'000 | 253'488 | 253'488 | 34'381 CHF | 36'920 CHF | 99.71% | 99.71% |
15.11.2024 | 7.67% | 0.11 CHF | 0.12 CHF | 520'000 | 520'000 | 251'374 | 251'374 | 31'363 CHF | 33'880 CHF | 99.99% | 99.99% |
14.11.2024 | 5.85% | 0.15 CHF | 0.16 CHF | 500'000 | 500'000 | 239'747 | 239'747 | 40'487 CHF | 42'894 CHF | 99.93% | 99.93% |
13.11.2024 | 5.72% | 0.19 CHF | 0.20 CHF | 420'000 | 420'000 | 184'376 | 184'376 | 37'748 CHF | 39'969 CHF | 99.81% | 99.81% |
12.11.2024 | 4.07% | 0.22 CHF | 0.23 CHF | 370'000 | 370'000 | 174'613 | 174'613 | 42'763 CHF | 44'514 CHF | 99.47% | 99.47% |
11.11.2024 | 3.76% | 0.27 CHF | 0.28 CHF | 350'000 | 350'000 | 172'070 | 172'070 | 45'794 CHF | 47'520 CHF | 99.43% | 99.43% |
08.11.2024 | 3.34% | 0.30 CHF | 0.31 CHF | 330'000 | 330'000 | 158'972 | 158'972 | 48'229 CHF | 49'824 CHF | 99.47% | 99.47% |
07.11.2024 | 3.84% | 0.28 CHF | 0.30 CHF | 390'000 | 390'000 | 189'548 | 189'548 | 51'559 CHF | 53'467 CHF | 99.81% | 99.81% |