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 | 8.99% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 481'881 | 481'881 | 51'241 CHF | 56'060 CHF | 100.00% | 100.00% |
19.11.2024 | 9.31% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 493'532 | 493'532 | 50'570 CHF | 55'505 CHF | 99.90% | 99.90% |
18.11.2024 | 8.63% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 466'075 | 466'075 | 51'661 CHF | 56'321 CHF | 99.90% | 99.90% |
15.11.2024 | 7.93% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 425'437 | 425'437 | 51'496 CHF | 55'750 CHF | 100.00% | 100.00% |
14.11.2024 | 7.49% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 403'678 | 403'678 | 51'873 CHF | 55'910 CHF | 100.00% | 100.00% |
13.11.2024 | 7.97% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 424'441 | 424'441 | 51'129 CHF | 55'374 CHF | 100.00% | 100.00% |
12.11.2024 | 7.07% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 382'717 | 382'717 | 52'223 CHF | 56'051 CHF | 99.71% | 99.71% |
11.11.2024 | 6.92% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 376'476 | 376'476 | 52'539 CHF | 56'303 CHF | 99.86% | 99.86% |
08.11.2024 | 6.65% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 358'701 | 358'701 | 52'133 CHF | 55'720 CHF | 100.00% | 100.00% |
07.11.2024 | 6.79% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 368'228 | 368'228 | 52'442 CHF | 56'124 CHF | 84.11% | 84.11% |