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 | 7.53% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 405'303 | 405'295 | 51'841 CHF | 55'893 CHF | 100.00% | 100.00% |
19.11.2024 | 8.42% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 454'323 | 454'323 | 51'673 CHF | 56'216 CHF | 99.89% | 99.89% |
18.11.2024 | 7.84% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 420'038 | 420'038 | 51'496 CHF | 55'697 CHF | 99.88% | 99.88% |
15.11.2024 | 7.96% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 423'926 | 423'913 | 51'174 CHF | 55'411 CHF | 100.00% | 100.00% |
14.11.2024 | 8.28% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 445'913 | 445'906 | 51'589 CHF | 56'047 CHF | 100.00% | 100.00% |
13.11.2024 | 8.25% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 440'081 | 440'081 | 51'183 CHF | 55'584 CHF | 100.00% | 100.00% |
12.11.2024 | 6.98% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 378'004 | 378'000 | 52'292 CHF | 56'072 CHF | 99.60% | 99.60% |
11.11.2024 | 6.43% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 349'336 | 349'336 | 52'576 CHF | 56'069 CHF | 99.84% | 99.84% |
08.11.2024 | 6.45% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 350'243 | 350'243 | 52'559 CHF | 56'061 CHF | 100.00% | 100.00% |
07.11.2024 | 5.87% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 313'163 | 313'161 | 51'747 CHF | 54'878 CHF | 99.86% | 99.86% |