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 | 8.49% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 434'475 | 434'474 | 49'022 CHF | 53'367 CHF | 99.97% | 99.97% |
19.11.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 398'586 | 398'587 | 47'822 CHF | 51'808 CHF | 99.80% | 99.80% |
18.11.2024 | 8.10% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 409'979 | 409'976 | 48'572 CHF | 52'671 CHF | 99.91% | 99.91% |
15.11.2024 | 8.71% | 0.11 CHF | 0.12 CHF | 450'000 | 450'000 | 464'925 | 464'924 | 51'033 CHF | 55'682 CHF | 100.00% | 100.00% |
14.11.2024 | 8.83% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 466'612 | 466'605 | 50'546 CHF | 55'211 CHF | 99.64% | 99.64% |
13.11.2024 | 8.04% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 414'667 | 414'670 | 49'544 CHF | 53'691 CHF | 99.95% | 99.95% |
12.11.2024 | 9.71% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 504'226 | 427'359 | 49'451 CHF | 46'732 CHF | 99.79% | 99.79% |
11.11.2024 | 10.55% | 0.09 CHF | 0.10 CHF | 550'000 | 300'000 | 560'575 | 303'705 | 50'309 CHF | 30'296 CHF | 99.77% | 99.77% |
08.11.2024 | 9.39% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 493'549 | 493'546 | 50'117 CHF | 55'052 CHF | 99.89% | 99.89% |
07.11.2024 | 8.94% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 470'874 | 470'873 | 50'313 CHF | 55'021 CHF | 99.89% | 99.89% |