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 | 8.80% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 474'511 | 474'511 | 51'567 CHF | 56'312 CHF | 99.38% | 99.38% |
19.11.2024 | 8.31% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 444'106 | 444'106 | 51'250 CHF | 55'691 CHF | 99.29% | 99.29% |
18.11.2024 | 7.16% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 387'419 | 387'419 | 52'191 CHF | 56'066 CHF | 99.29% | 99.29% |
15.11.2024 | 6.54% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 355'100 | 355'100 | 52'486 CHF | 56'037 CHF | 99.39% | 99.39% |
14.11.2024 | 7.24% | 0.14 CHF | 0.15 CHF | 400'000 | 400'000 | 393'099 | 393'099 | 52'328 CHF | 56'259 CHF | 99.37% | 99.37% |
13.11.2024 | 6.81% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 369'542 | 369'542 | 52'409 CHF | 56'104 CHF | 99.36% | 99.36% |
12.11.2024 | 6.02% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 320'658 | 320'658 | 51'636 CHF | 54'842 CHF | 99.07% | 99.07% |
11.11.2024 | 5.22% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 283'790 | 283'790 | 52'931 CHF | 55'769 CHF | 99.23% | 99.23% |
08.11.2024 | 5.33% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 292'436 | 292'436 | 53'438 CHF | 56'362 CHF | 99.39% | 99.39% |
07.11.2024 | 5.39% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 295'750 | 295'750 | 53'375 CHF | 56'333 CHF | 99.28% | 99.28% |