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 | 8.57% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 466'281 | 466'281 | 52'035 CHF | 56'698 CHF | 99.80% | 99.80% |
19.11.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 471'815 | 471'814 | 51'891 CHF | 56'609 CHF | 99.70% | 99.70% |
18.11.2024 | 9.46% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 498'057 | 498'057 | 50'201 CHF | 55'181 CHF | 99.70% | 99.70% |
15.11.2024 | 9.51% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 50'065 CHF | 55'065 CHF | 99.79% | 99.79% |
14.11.2024 | 9.18% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 489'713 | 489'712 | 50'921 CHF | 55'818 CHF | 99.81% | 99.81% |
13.11.2024 | 9.19% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 490'608 | 490'607 | 50'985 CHF | 55'891 CHF | 99.79% | 99.79% |
12.11.2024 | 8.72% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 471'149 | 471'149 | 51'710 CHF | 56'421 CHF | 99.49% | 99.49% |
11.11.2024 | 9.19% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 490'358 | 490'357 | 50'961 CHF | 55'864 CHF | 99.72% | 99.72% |
08.11.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 50'010 CHF | 55'010 CHF | 99.80% | 99.80% |
07.11.2024 | 9.55% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 501'228 | 492'250 | 49'990 CHF | 54'043 CHF | 95.66% | 95.66% |