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 | 7.64% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 409'559 | 409'559 | 51'576 CHF | 55'672 CHF | 99.38% | 99.38% |
19.11.2024 | 7.41% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 400'192 | 400'192 | 51'987 CHF | 55'989 CHF | 99.24% | 99.24% |
18.11.2024 | 7.50% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 406'123 | 406'123 | 52'124 CHF | 56'185 CHF | 99.27% | 99.27% |
15.11.2024 | 8.34% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 448'660 | 448'660 | 51'548 CHF | 56'034 CHF | 99.38% | 99.38% |
14.11.2024 | 6.66% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 361'559 | 361'559 | 52'500 CHF | 56'116 CHF | 99.39% | 99.39% |
13.11.2024 | 6.71% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 364'274 | 364'274 | 52'463 CHF | 56'105 CHF | 99.36% | 99.36% |
12.11.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 422'623 | 422'623 | 50'686 CHF | 54'913 CHF | 99.08% | 99.08% |
11.11.2024 | 7.95% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 426'461 | 426'461 | 51'532 CHF | 55'796 CHF | 99.24% | 99.24% |
08.11.2024 | 7.96% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 422'603 | 422'604 | 50'977 CHF | 55'203 CHF | 99.38% | 99.38% |
07.11.2024 | 8.75% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 475'090 | 475'090 | 51'949 CHF | 56'700 CHF | 99.22% | 99.22% |