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 | 6.91% | 0.14 CHF | 0.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 62'871 CHF | 22'457 CHF | 99.38% | 99.38% |
19.11.2024 | 7.03% | 0.14 CHF | 0.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 61'893 CHF | 22'131 CHF | 99.38% | 99.38% |
18.11.2024 | 6.67% | 0.16 CHF | 0.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 65'378 CHF | 23'293 CHF | 99.26% | 99.26% |
15.11.2024 | 7.39% | 0.13 CHF | 0.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 58'635 CHF | 21'045 CHF | 99.38% | 99.38% |
14.11.2024 | 7.91% | 0.13 CHF | 0.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 54'794 CHF | 19'765 CHF | 99.37% | 99.37% |
13.11.2024 | 8.68% | 0.11 CHF | 0.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 49'619 CHF | 18'040 CHF | 99.38% | 99.38% |
12.11.2024 | 8.01% | 0.11 CHF | 0.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 53'913 CHF | 19'471 CHF | 99.38% | 99.38% |
11.11.2024 | 7.87% | 0.12 CHF | 0.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 54'986 CHF | 19'829 CHF | 99.38% | 99.38% |
08.11.2024 | 7.20% | 0.14 CHF | 0.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 60'381 CHF | 21'627 CHF | 99.38% | 99.38% |
07.11.2024 | 7.44% | 0.13 CHF | 0.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 58'268 CHF | 20'923 CHF | 98.38% | 98.38% |