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 | 7.49% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 77'222 CHF | 27'741 CHF | 99.38% | 99.38% |
19.11.2024 | 6.88% | 0.13 CHF | 0.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 84'326 CHF | 30'109 CHF | 99.37% | 99.37% |
18.11.2024 | 7.49% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 77'247 CHF | 27'749 CHF | 99.22% | 99.22% |
15.11.2024 | 7.49% | 0.13 CHF | 0.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 77'144 CHF | 27'715 CHF | 98.97% | 98.97% |
14.11.2024 | 7.82% | 0.13 CHF | 0.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 73'779 CHF | 26'593 CHF | 99.37% | 99.37% |
13.11.2024 | 8.83% | 0.11 CHF | 0.12 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 65'103 CHF | 23'701 CHF | 99.38% | 99.38% |
12.11.2024 | 6.58% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 88'210 CHF | 31'404 CHF | 99.38% | 99.38% |
11.11.2024 | 6.72% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 86'503 CHF | 30'835 CHF | 99.37% | 99.37% |
08.11.2024 | 7.57% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 76'419 CHF | 27'473 CHF | 99.37% | 99.37% |
07.11.2024 | 8.19% | 0.13 CHF | 0.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 70'442 CHF | 25'481 CHF | 99.28% | 99.28% |