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 | 8.03% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 429'290 | 429'290 | 51'353 CHF | 55'646 CHF | 100.00% | 100.00% |
19.11.2024 | 8.71% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 472'519 | 472'504 | 51'928 CHF | 56'652 CHF | 99.19% | 99.19% |
18.11.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 425'000 | 425'000 | 51'000 CHF | 55'250 CHF | 99.90% | 99.90% |
15.11.2024 | 7.98% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 424'247 | 424'247 | 51'064 CHF | 55'306 CHF | 100.00% | 100.00% |
14.11.2024 | 8.91% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 485'783 | 462'572 | 52'106 CHF | 54'606 CHF | 100.00% | 100.00% |
13.11.2024 | 9.73% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 518'102 | 440'331 | 50'642 CHF | 48'088 CHF | 100.00% | 100.00% |
12.11.2024 | 7.65% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 411'916 | 411'916 | 51'787 CHF | 55'906 CHF | 99.67% | 99.67% |
11.11.2024 | 7.42% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 400'383 | 400'383 | 51'973 CHF | 55'977 CHF | 99.86% | 99.86% |
08.11.2024 | 7.89% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 420'192 | 420'192 | 51'177 CHF | 55'379 CHF | 100.00% | 100.00% |
07.11.2024 | 7.41% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 399'741 | 399'741 | 51'931 CHF | 55'928 CHF | 99.90% | 99.90% |