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 | 7.40% | 0.12 CHF | 0.13 CHF | 430'000 | 30'000 | 389'017 | 30'000 | 50'650 CHF | 4'224 CHF | 99.47% | 99.47% |
19.11.2024 | 8.66% | 0.11 CHF | 0.12 CHF | 450'000 | 30'000 | 453'914 | 30'000 | 50'195 CHF | 3'658 CHF | 69.74% | 69.74% |
18.11.2024 | 6.73% | 0.15 CHF | 0.16 CHF | 340'000 | 30'000 | 352'609 | 30'000 | 50'668 CHF | 4'617 CHF | 81.38% | 81.38% |
15.11.2024 | 7.22% | 0.14 CHF | 0.15 CHF | 370'000 | 30'000 | 379'523 | 30'000 | 50'653 CHF | 4'315 CHF | 98.81% | 98.81% |
14.11.2024 | 8.30% | 0.13 CHF | 0.14 CHF | 390'000 | 30'000 | 438'163 | 30'000 | 50'592 CHF | 3'776 CHF | 99.50% | 99.50% |
13.11.2024 | 9.51% | 0.09 CHF | 0.10 CHF | 500'000 | 30'000 | 458'100 | 30'000 | 49'404 CHF | 3'570 CHF | 95.82% | 95.82% |
12.11.2024 | 7.02% | 0.11 CHF | 0.12 CHF | 440'000 | 30'000 | 368'458 | 30'000 | 50'637 CHF | 4'442 CHF | 99.53% | 99.53% |
11.11.2024 | 7.27% | 0.16 CHF | 0.17 CHF | 310'000 | 30'000 | 382'233 | 30'000 | 50'641 CHF | 4'300 CHF | 94.72% | 94.72% |
08.11.2024 | 9.32% | 0.09 CHF | 0.10 CHF | 500'000 | 30'000 | 474'234 | 30'000 | 49'100 CHF | 3'432 CHF | 91.95% | 91.95% |
07.11.2024 | 5.45% | 0.16 CHF | 0.17 CHF | 320'000 | 30'000 | 284'909 | 30'000 | 50'864 CHF | 5'677 CHF | 99.53% | 99.53% |