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 | 8.85% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 477'447 | 477'446 | 51'604 CHF | 56'379 CHF | 99.38% | 99.38% |
19.11.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 472'067 | 472'067 | 51'927 CHF | 56'648 CHF | 97.47% | 97.47% |
18.11.2024 | 8.33% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 448'730 | 448'730 | 51'624 CHF | 56'111 CHF | 99.26% | 99.26% |
15.11.2024 | 9.03% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 482'901 | 482'901 | 51'119 CHF | 55'948 CHF | 99.38% | 99.38% |
14.11.2024 | 7.69% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 410'894 | 410'890 | 51'382 CHF | 55'490 CHF | 99.37% | 99.37% |
13.11.2024 | 7.69% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 413'138 | 413'137 | 51'679 CHF | 55'810 CHF | 99.38% | 99.38% |
12.11.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 471'588 | 471'588 | 51'875 CHF | 56'591 CHF | 99.08% | 99.08% |
11.11.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 475'000 | 475'000 | 52'250 CHF | 57'000 CHF | 99.28% | 99.28% |
08.11.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 473'104 | 473'104 | 52'019 CHF | 56'750 CHF | 99.38% | 99.38% |
07.11.2024 | 9.13% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 486'907 | 486'907 | 50'948 CHF | 55'817 CHF | 99.23% | 99.23% |