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 | 10.48% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 569'849 | 313'736 | 51'542 CHF | 31'609 CHF | 99.37% | 99.37% |
19.11.2024 | 8.90% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 476'738 | 476'738 | 51'219 CHF | 55'986 CHF | 99.06% | 99.06% |
18.11.2024 | 6.90% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 52'500 CHF | 56'250 CHF | 99.30% | 99.30% |
15.11.2024 | 6.77% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 367'784 | 367'784 | 52'453 CHF | 56'131 CHF | 99.39% | 99.39% |
14.11.2024 | 6.45% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 52'500 CHF | 56'000 CHF | 99.34% | 99.34% |
13.11.2024 | 6.49% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 351'306 | 351'306 | 52'412 CHF | 55'925 CHF | 99.36% | 99.36% |
12.11.2024 | 6.74% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 367'033 | 367'033 | 52'607 CHF | 56'278 CHF | 99.08% | 99.08% |
11.11.2024 | 6.90% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 52'500 CHF | 56'250 CHF | 99.30% | 99.30% |
08.11.2024 | 7.00% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 380'519 | 380'519 | 52'476 CHF | 56'281 CHF | 99.38% | 99.38% |
07.11.2024 | 7.50% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 402'990 | 402'989 | 51'761 CHF | 55'791 CHF | 99.26% | 99.26% |