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 | 8.09% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 432'721 | 432'721 | 51'306 CHF | 55'633 CHF | 100.00% | 100.00% |
19.11.2024 | 8.50% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 460'504 | 460'504 | 51'874 CHF | 56'479 CHF | 99.89% | 99.89% |
18.11.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 475'000 | 475'000 | 52'250 CHF | 57'000 CHF | 99.85% | 99.85% |
15.11.2024 | 9.14% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 488'657 | 488'657 | 51'105 CHF | 55'992 CHF | 100.00% | 100.00% |
14.11.2024 | 9.31% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 493'540 | 493'540 | 50'614 CHF | 55'549 CHF | 100.00% | 100.00% |
13.11.2024 | 8.88% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 480'500 | 480'500 | 51'750 CHF | 56'555 CHF | 100.00% | 100.00% |
12.11.2024 | 9.58% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'287 | 490'575 | 49'720 CHF | 53'699 CHF | 99.68% | 99.68% |
11.11.2024 | 10.61% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 578'414 | 301'480 | 51'627 CHF | 29'923 CHF | 99.83% | 99.83% |
08.11.2024 | 9.82% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 518'369 | 451'016 | 50'174 CHF | 48'592 CHF | 100.00% | 100.00% |
07.11.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 574'485 | 301'374 | 51'697 CHF | 30'134 CHF | 99.90% | 99.90% |