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 | 8.24% | 0.12 CHF | 0.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 53'735 CHF | 19'412 CHF | 98.68% | 98.68% |
19.11.2024 | 7.04% | 0.13 CHF | 0.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 61'988 CHF | 22'163 CHF | 99.37% | 99.37% |
18.11.2024 | 7.55% | 0.13 CHF | 0.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 57'487 CHF | 20'662 CHF | 99.26% | 99.26% |
15.11.2024 | 7.18% | 0.12 CHF | 0.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 60'999 CHF | 21'833 CHF | 99.38% | 99.38% |
14.11.2024 | 7.02% | 0.14 CHF | 0.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 61'938 CHF | 22'146 CHF | 99.37% | 99.37% |
13.11.2024 | 7.40% | 0.14 CHF | 0.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 58'967 CHF | 21'156 CHF | 99.37% | 99.37% |
12.11.2024 | 7.91% | 0.09 CHF | 0.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 54'865 CHF | 19'788 CHF | 99.38% | 99.38% |
11.11.2024 | 7.86% | 0.14 CHF | 0.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 55'124 CHF | 19'875 CHF | 99.38% | 99.38% |
08.11.2024 | 7.87% | 0.11 CHF | 0.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 56'084 CHF | 20'195 CHF | 99.38% | 99.38% |
07.11.2024 | 6.79% | 0.11 CHF | 0.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 65'168 CHF | 23'223 CHF | 98.37% | 98.37% |