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 | 8.54% | 0.12 CHF | 0.13 CHF | 450'000 | 450'000 | 488'558 | 488'558 | 54'784 CHF | 59'669 CHF | 99.49% | 99.49% |
19.11.2024 | 7.19% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 404'853 | 404'807 | 54'319 CHF | 58'361 CHF | 98.74% | 98.74% |
18.11.2024 | 6.93% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 382'776 | 382'775 | 53'323 CHF | 57'151 CHF | 99.19% | 99.19% |
15.11.2024 | 6.78% | 0.15 CHF | 0.16 CHF | 375'000 | 375'000 | 385'488 | 385'502 | 54'926 CHF | 58'783 CHF | 99.32% | 99.32% |
14.11.2024 | 7.40% | 0.13 CHF | 0.14 CHF | 450'000 | 450'000 | 432'785 | 432'746 | 56'310 CHF | 60'633 CHF | 98.72% | 98.72% |
13.11.2024 | 7.29% | 0.12 CHF | 0.13 CHF | 500'000 | 500'000 | 372'040 | 372'040 | 48'773 CHF | 52'494 CHF | 98.87% | 98.87% |
12.11.2024 | 6.86% | 0.15 CHF | 0.16 CHF | 188'000 | 188'000 | 191'256 | 191'255 | 26'927 CHF | 28'840 CHF | 98.90% | 98.90% |
11.11.2024 | 6.22% | 0.15 CHF | 0.16 CHF | 175'000 | 175'000 | 171'854 | 171'854 | 26'776 CHF | 28'494 CHF | 99.11% | 99.11% |
08.11.2024 | 5.82% | 0.17 CHF | 0.18 CHF | 150'000 | 150'000 | 159'268 | 159'258 | 26'596 CHF | 28'187 CHF | 99.39% | 99.39% |
07.11.2024 | 4.98% | 0.18 CHF | 0.19 CHF | 138'000 | 138'000 | 138'476 | 138'480 | 27'119 CHF | 28'505 CHF | 99.17% | 99.17% |