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 | 8.30% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 444'504 | 444'497 | 51'346 CHF | 55'790 CHF | 100.00% | 100.00% |
19.11.2024 | 7.63% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 411'025 | 411'025 | 51'867 CHF | 55'978 CHF | 99.89% | 99.89% |
18.11.2024 | 8.41% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 453'135 | 453'135 | 51'611 CHF | 56'143 CHF | 99.91% | 99.91% |
15.11.2024 | 7.83% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 417'638 | 417'638 | 51'266 CHF | 55'443 CHF | 100.00% | 100.00% |
14.11.2024 | 7.27% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 392'288 | 392'300 | 52'008 CHF | 55'933 CHF | 100.00% | 100.00% |
13.11.2024 | 7.67% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 411'152 | 411'152 | 51'613 CHF | 55'725 CHF | 100.00% | 100.00% |
12.11.2024 | 8.59% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 464'694 | 464'717 | 51'781 CHF | 56'431 CHF | 99.65% | 99.65% |
11.11.2024 | 8.63% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 468'338 | 468'338 | 51'904 CHF | 56'588 CHF | 99.86% | 99.86% |
08.11.2024 | 8.47% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 457'548 | 457'546 | 51'760 CHF | 56'336 CHF | 100.00% | 100.00% |
07.11.2024 | 8.76% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 475'927 | 475'929 | 51'990 CHF | 56'749 CHF | 99.90% | 99.90% |