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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 5.79% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 309'187 | 309'187 | 51'893 CHF | 54'984 CHF | 99.39% | 99.39% |
20.11.2024 | 7.97% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 426'394 | 426'395 | 51'345 CHF | 55'609 CHF | 99.37% | 99.37% |
19.11.2024 | 7.99% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 429'745 | 429'746 | 51'633 CHF | 55'930 CHF | 99.27% | 99.27% |
18.11.2024 | 9.04% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 484'690 | 484'690 | 51'235 CHF | 56'082 CHF | 99.26% | 99.26% |
15.11.2024 | 8.59% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 467'589 | 467'589 | 52'099 CHF | 56'775 CHF | 99.37% | 99.37% |
14.11.2024 | 8.56% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 465'415 | 465'415 | 52'064 CHF | 56'718 CHF | 99.35% | 99.35% |
13.11.2024 | 8.11% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 433'972 | 433'972 | 51'337 CHF | 55'677 CHF | 99.35% | 99.35% |
12.11.2024 | 8.30% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 447'258 | 447'258 | 51'626 CHF | 56'099 CHF | 99.08% | 99.08% |
11.11.2024 | 9.38% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 494'920 | 483'409 | 50'350 CHF | 54'123 CHF | 99.22% | 99.22% |
08.11.2024 | 7.51% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 404'811 | 404'811 | 51'935 CHF | 55'983 CHF | 99.39% | 99.39% |