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 | 8.11% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 433'999 | 433'997 | 51'329 CHF | 55'669 CHF | 99.82% | 99.82% |
19.11.2024 | 10.05% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 538'190 | 365'792 | 50'857 CHF | 39'224 CHF | 99.82% | 99.82% |
18.11.2024 | 7.75% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 414'057 | 414'059 | 51'373 CHF | 55'514 CHF | 100.00% | 100.00% |
15.11.2024 | 6.79% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 368'117 | 368'115 | 52'366 CHF | 56'047 CHF | 100.00% | 100.00% |
14.11.2024 | 7.20% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 392'444 | 387'466 | 52'582 CHF | 55'831 CHF | 100.00% | 100.00% |
13.11.2024 | 9.31% | 0.12 CHF | 0.13 CHF | 575'000 | 300'000 | 498'530 | 438'021 | 51'068 CHF | 49'650 CHF | 99.97% | 99.97% |
12.11.2024 | 5.75% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 306'450 | 306'450 | 51'792 CHF | 54'857 CHF | 100.00% | 100.00% |
11.11.2024 | 5.23% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 284'802 | 284'803 | 53'033 CHF | 55'881 CHF | 99.78% | 99.78% |
08.11.2024 | 6.31% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 339'628 | 339'625 | 52'144 CHF | 55'540 CHF | 100.00% | 100.00% |
07.11.2024 | 5.69% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 307'107 | 307'110 | 52'465 CHF | 55'536 CHF | 99.69% | 99.69% |