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 | 7.46% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 402'176 | 402'176 | 51'911 CHF | 55'933 CHF | 100.00% | 100.00% |
19.11.2024 | 8.28% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 446'680 | 446'680 | 51'743 CHF | 56'210 CHF | 99.91% | 99.91% |
18.11.2024 | 7.97% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 425'461 | 425'461 | 51'282 CHF | 55'537 CHF | 99.91% | 99.91% |
15.11.2024 | 7.46% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 401'641 | 401'643 | 51'859 CHF | 55'876 CHF | 100.00% | 100.00% |
14.11.2024 | 7.87% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 421'828 | 421'828 | 51'488 CHF | 55'706 CHF | 100.00% | 100.00% |
13.11.2024 | 8.28% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 444'763 | 444'763 | 51'474 CHF | 55'922 CHF | 100.00% | 100.00% |
12.11.2024 | 7.52% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 403'470 | 403'468 | 51'676 CHF | 55'711 CHF | 99.70% | 99.70% |
11.11.2024 | 6.35% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 343'482 | 343'482 | 52'360 CHF | 55'794 CHF | 99.89% | 99.89% |
08.11.2024 | 6.45% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 349'627 | 349'628 | 52'418 CHF | 55'914 CHF | 100.00% | 100.00% |
07.11.2024 | 6.39% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 344'799 | 344'799 | 52'212 CHF | 55'660 CHF | 99.89% | 99.89% |