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 | 8.98% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 484'450 | 478'696 | 51'589 CHF | 55'813 CHF | 98.98% | 98.98% |
19.11.2024 | 8.59% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 467'957 | 467'956 | 52'117 CHF | 56'796 CHF | 97.62% | 97.62% |
18.11.2024 | 9.56% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 504'000 | 470'077 | 50'271 CHF | 51'890 CHF | 99.30% | 99.30% |
15.11.2024 | 8.81% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 475'068 | 475'067 | 51'572 CHF | 56'322 CHF | 98.66% | 98.66% |
14.11.2024 | 8.38% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 453'978 | 453'982 | 51'880 CHF | 56'421 CHF | 99.37% | 99.37% |
13.11.2024 | 7.64% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 367'110 | 367'117 | 46'214 CHF | 49'886 CHF | 99.10% | 99.10% |
12.11.2024 | 8.02% | 0.12 CHF | 0.13 CHF | 200'000 | 200'000 | 213'883 | 213'883 | 25'605 CHF | 27'744 CHF | 98.89% | 98.89% |
11.11.2024 | 6.81% | 0.13 CHF | 0.14 CHF | 188'000 | 188'000 | 183'826 | 183'826 | 26'073 CHF | 27'912 CHF | 99.01% | 99.01% |
08.11.2024 | 5.37% | 0.17 CHF | 0.18 CHF | 163'000 | 163'000 | 145'915 | 145'915 | 26'450 CHF | 27'909 CHF | 99.29% | 99.29% |
07.11.2024 | 6.61% | 0.17 CHF | 0.18 CHF | 163'000 | 163'000 | 180'790 | 180'793 | 26'435 CHF | 28'244 CHF | 99.20% | 99.20% |