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 | 8.01% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 424'299 | 424'299 | 50'883 CHF | 55'126 CHF | 99.80% | 99.80% |
19.11.2024 | 7.73% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 413'389 | 413'389 | 51'419 CHF | 55'553 CHF | 99.71% | 99.71% |
18.11.2024 | 8.37% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 451'079 | 451'078 | 51'617 CHF | 56'128 CHF | 99.71% | 99.71% |
15.11.2024 | 8.59% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 466'369 | 466'369 | 51'944 CHF | 56'607 CHF | 99.79% | 99.79% |
14.11.2024 | 8.21% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 440'598 | 440'597 | 51'469 CHF | 55'875 CHF | 99.80% | 99.80% |
13.11.2024 | 7.49% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 402'885 | 402'885 | 51'805 CHF | 55'834 CHF | 99.80% | 99.80% |
12.11.2024 | 7.01% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 379'435 | 379'435 | 52'213 CHF | 56'008 CHF | 99.50% | 99.50% |
11.11.2024 | 6.90% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 373'804 | 373'803 | 52'333 CHF | 56'071 CHF | 99.70% | 99.70% |
08.11.2024 | 6.07% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 323'433 | 323'432 | 51'713 CHF | 54'947 CHF | 99.81% | 99.81% |
07.11.2024 | 6.20% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 332'755 | 332'755 | 52'032 CHF | 55'360 CHF | 95.67% | 95.67% |