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 | 6.73% | 0.14 CHF | 0.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 64'746 CHF | 23'082 CHF | 99.37% | 99.37% |
19.11.2024 | 7.05% | 0.14 CHF | 0.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 61'685 CHF | 22'062 CHF | 99.38% | 99.38% |
18.11.2024 | 6.73% | 0.15 CHF | 0.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 64'721 CHF | 23'074 CHF | 99.26% | 99.26% |
15.11.2024 | 7.39% | 0.13 CHF | 0.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 58'744 CHF | 21'081 CHF | 99.38% | 99.38% |
14.11.2024 | 7.92% | 0.13 CHF | 0.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 54'727 CHF | 19'742 CHF | 99.38% | 99.38% |
13.11.2024 | 8.63% | 0.11 CHF | 0.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 49'894 CHF | 18'132 CHF | 99.38% | 99.38% |
12.11.2024 | 7.82% | 0.11 CHF | 0.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 55'401 CHF | 19'967 CHF | 99.38% | 99.38% |
11.11.2024 | 7.79% | 0.12 CHF | 0.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 55'623 CHF | 20'041 CHF | 99.38% | 99.38% |
08.11.2024 | 7.37% | 0.14 CHF | 0.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 59'013 CHF | 21'171 CHF | 99.38% | 99.38% |
07.11.2024 | 7.50% | 0.12 CHF | 0.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 57'796 CHF | 20'765 CHF | 98.38% | 98.38% |