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 | 8.69% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 473'312 | 473'312 | 52'087 CHF | 56'821 CHF | 99.80% | 99.80% |
19.11.2024 | 7.52% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 405'461 | 405'462 | 51'915 CHF | 55'970 CHF | 99.71% | 99.71% |
18.11.2024 | 7.96% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 423'219 | 423'219 | 51'046 CHF | 55'278 CHF | 99.70% | 99.70% |
15.11.2024 | 7.95% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 423'650 | 423'650 | 51'144 CHF | 55'381 CHF | 99.80% | 99.80% |
14.11.2024 | 8.23% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 441'712 | 441'712 | 51'449 CHF | 55'866 CHF | 99.80% | 99.80% |
13.11.2024 | 8.20% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 438'907 | 438'907 | 51'331 CHF | 55'720 CHF | 99.80% | 99.80% |
12.11.2024 | 7.76% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 414'882 | 414'882 | 51'413 CHF | 55'561 CHF | 99.49% | 99.49% |
11.11.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 425'000 | 425'000 | 51'000 CHF | 55'250 CHF | 99.70% | 99.70% |
08.11.2024 | 7.92% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 422'920 | 422'920 | 51'337 CHF | 55'566 CHF | 99.80% | 99.80% |
07.11.2024 | 8.21% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 439'034 | 439'034 | 51'267 CHF | 55'657 CHF | 95.68% | 95.68% |