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 | 7.01% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 379'641 | 379'641 | 52'273 CHF | 56'069 CHF | 99.10% | 99.10% |
19.11.2024 | 6.88% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 372'006 | 372'006 | 52'236 CHF | 55'956 CHF | 97.86% | 97.86% |
18.11.2024 | 6.83% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 369'334 | 369'334 | 52'218 CHF | 55'912 CHF | 97.84% | 97.84% |
15.11.2024 | 5.96% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 317'584 | 317'584 | 51'705 CHF | 54'881 CHF | 98.32% | 98.32% |
14.11.2024 | 4.30% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 230'945 | 230'933 | 52'553 CHF | 54'860 CHF | 99.43% | 99.43% |
13.11.2024 | 4.16% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 200'259 | 200'255 | 46'809 CHF | 48'810 CHF | 98.13% | 98.13% |
12.11.2024 | 3.58% | 0.24 CHF | 0.25 CHF | 100'000 | 100'000 | 99'029 | 99'029 | 27'176 CHF | 28'166 CHF | 98.85% | 98.85% |
11.11.2024 | 2.98% | 0.29 CHF | 0.30 CHF | 88'000 | 88'000 | 79'320 | 79'320 | 26'244 CHF | 27'037 CHF | 99.05% | 99.05% |
08.11.2024 | 2.88% | 0.35 CHF | 0.36 CHF | 75'000 | 75'000 | 80'557 | 80'557 | 27'554 CHF | 28'360 CHF | 99.26% | 99.26% |
07.11.2024 | 2.91% | 0.36 CHF | 0.37 CHF | 75'000 | 75'000 | 82'391 | 82'391 | 27'871 CHF | 28'695 CHF | 98.73% | 98.73% |