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 | 5.73% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 619'273 | 206'424 | 105'359 CHF | 37'184 CHF | 96.50% | 96.50% |
19.11.2024 | 6.37% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 617'628 | 205'876 | 93'797 CHF | 33'324 CHF | 94.94% | 94.94% |
18.11.2024 | 7.06% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 745'061 | 248'354 | 101'894 CHF | 36'448 CHF | 91.78% | 91.78% |
15.11.2024 | 7.79% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 92'691 CHF | 33'397 CHF | 94.06% | 94.06% |
14.11.2024 | 7.29% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 714'960 | 238'320 | 94'787 CHF | 33'979 CHF | 98.69% | 98.69% |
13.11.2024 | 5.69% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 102'543 CHF | 36'181 CHF | 94.94% | 94.94% |
12.11.2024 | 6.62% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 702'311 | 234'104 | 102'351 CHF | 36'458 CHF | 98.89% | 98.89% |
11.11.2024 | 7.50% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 96'273 CHF | 34'591 CHF | 92.92% | 92.92% |
08.11.2024 | 6.89% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 105'163 CHF | 37'554 CHF | 97.06% | 97.06% |
07.11.2024 | 6.97% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 104'189 CHF | 37'230 CHF | 98.61% | 98.61% |