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 | 8.01% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 694'802 | 231'601 | 83'220 CHF | 30'056 CHF | 99.16% | 99.16% |
19.11.2024 | 8.18% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 727'765 | 242'588 | 85'425 CHF | 30'901 CHF | 99.16% | 99.16% |
18.11.2024 | 6.96% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 83'416 CHF | 29'805 CHF | 99.22% | 99.22% |
15.11.2024 | 7.24% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 609'701 | 203'234 | 81'244 CHF | 29'114 CHF | 99.16% | 99.16% |
14.11.2024 | 7.73% | 0.13 CHF | 0.14 CHF | 600'000 | 200'000 | 660'177 | 220'059 | 81'915 CHF | 29'506 CHF | 99.15% | 99.15% |
13.11.2024 | 7.87% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 725'729 | 241'910 | 88'537 CHF | 31'931 CHF | 99.16% | 99.16% |
12.11.2024 | 8.19% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 744'326 | 248'109 | 87'414 CHF | 31'619 CHF | 99.17% | 99.17% |
11.11.2024 | 6.19% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 94'084 CHF | 33'361 CHF | 99.16% | 99.16% |
08.11.2024 | 7.33% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 602'306 | 200'769 | 79'200 CHF | 28'408 CHF | 99.17% | 99.17% |
07.11.2024 | 7.50% | 0.13 CHF | 0.14 CHF | 600'000 | 200'000 | 617'215 | 205'738 | 79'137 CHF | 28'437 CHF | 98.18% | 98.18% |