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 | 7.35% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 397'147 | 397'146 | 52'089 CHF | 56'060 CHF | 100.00% | 100.00% |
19.11.2024 | 7.85% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 417'521 | 417'518 | 51'132 CHF | 55'307 CHF | 99.56% | 99.56% |
18.11.2024 | 6.73% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 365'916 | 365'916 | 52'538 CHF | 56'197 CHF | 99.94% | 99.94% |
15.11.2024 | 6.96% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 377'733 | 377'733 | 52'425 CHF | 56'202 CHF | 100.00% | 100.00% |
14.11.2024 | 7.95% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 427'757 | 427'757 | 51'692 CHF | 55'970 CHF | 100.00% | 100.00% |
13.11.2024 | 8.60% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 464'410 | 464'402 | 51'710 CHF | 56'354 CHF | 100.00% | 100.00% |
12.11.2024 | 7.91% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 422'749 | 422'749 | 51'357 CHF | 55'585 CHF | 99.98% | 99.98% |
11.11.2024 | 7.32% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 396'440 | 396'440 | 52'190 CHF | 56'154 CHF | 100.00% | 100.00% |
08.11.2024 | 7.86% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 416'686 | 416'686 | 50'971 CHF | 55'138 CHF | 98.94% | 98.94% |
07.11.2024 | 6.86% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 372'873 | 372'874 | 52'485 CHF | 56'213 CHF | 85.84% | 85.84% |