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 | 7.10% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 382'743 | 382'743 | 52'078 CHF | 55'905 CHF | 99.38% | 99.38% |
19.11.2024 | 7.19% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 389'223 | 389'223 | 52'230 CHF | 56'122 CHF | 98.89% | 98.89% |
18.11.2024 | 5.97% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 318'767 | 318'767 | 51'786 CHF | 54'973 CHF | 99.31% | 99.31% |
15.11.2024 | 6.07% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 326'185 | 326'185 | 52'146 CHF | 55'408 CHF | 99.37% | 99.37% |
14.11.2024 | 6.56% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 353'803 | 353'803 | 52'132 CHF | 55'670 CHF | 99.38% | 99.38% |
13.11.2024 | 7.43% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 401'381 | 401'381 | 52'052 CHF | 56'066 CHF | 99.36% | 99.36% |
12.11.2024 | 7.76% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 416'945 | 416'945 | 51'632 CHF | 55'802 CHF | 99.06% | 99.06% |
11.11.2024 | 6.49% | 0.14 CHF | 0.15 CHF | 400'000 | 400'000 | 353'024 | 353'024 | 52'663 CHF | 56'194 CHF | 99.27% | 99.27% |
08.11.2024 | 7.56% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 406'979 | 406'979 | 51'822 CHF | 55'892 CHF | 99.38% | 99.38% |
07.11.2024 | 7.28% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 392'490 | 392'490 | 51'977 CHF | 55'902 CHF | 99.28% | 99.28% |