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 | 8.05% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 427'719 | 427'719 | 50'971 CHF | 55'249 CHF | 99.39% | 99.39% |
19.11.2024 | 8.24% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 443'270 | 443'270 | 51'588 CHF | 56'021 CHF | 98.47% | 98.47% |
18.11.2024 | 8.15% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 436'419 | 436'419 | 51'353 CHF | 55'717 CHF | 99.28% | 99.28% |
15.11.2024 | 7.36% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 397'404 | 397'403 | 52'029 CHF | 56'003 CHF | 99.37% | 99.37% |
14.11.2024 | 8.97% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 481'373 | 481'373 | 51'300 CHF | 56'113 CHF | 99.38% | 99.38% |
13.11.2024 | 8.91% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 476'261 | 476'261 | 51'121 CHF | 55'883 CHF | 99.36% | 99.36% |
12.11.2024 | 7.42% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 400'268 | 400'268 | 51'940 CHF | 55'942 CHF | 99.08% | 99.08% |
11.11.2024 | 7.54% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 405'350 | 405'350 | 51'741 CHF | 55'794 CHF | 99.26% | 99.26% |
08.11.2024 | 7.39% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 399'065 | 399'065 | 52'019 CHF | 56'009 CHF | 99.39% | 99.39% |
07.11.2024 | 6.74% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 365'548 | 365'548 | 52'391 CHF | 56'046 CHF | 99.26% | 99.26% |