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 | 6.72% | 0.16 CHF | 0.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 65'886 CHF | 23'462 CHF | 98.68% | 98.68% |
19.11.2024 | 7.73% | 0.13 CHF | 0.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 56'292 CHF | 20'264 CHF | 99.38% | 99.38% |
18.11.2024 | 8.88% | 0.10 CHF | 0.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 48'538 CHF | 17'679 CHF | 99.26% | 99.26% |
15.11.2024 | 8.04% | 0.11 CHF | 0.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 53'978 CHF | 19'493 CHF | 99.38% | 99.38% |
14.11.2024 | 7.62% | 0.12 CHF | 0.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 56'962 CHF | 20'487 CHF | 99.37% | 99.37% |
13.11.2024 | 6.51% | 0.14 CHF | 0.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 66'920 CHF | 23'807 CHF | 99.37% | 99.37% |
12.11.2024 | 7.05% | 0.14 CHF | 0.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 61'638 CHF | 22'046 CHF | 99.38% | 99.38% |
11.11.2024 | 7.42% | 0.11 CHF | 0.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 58'847 CHF | 21'116 CHF | 99.38% | 99.38% |
08.11.2024 | 6.05% | 0.15 CHF | 0.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 72'373 CHF | 25'624 CHF | 99.37% | 99.37% |
07.11.2024 | 7.31% | 0.14 CHF | 0.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 59'500 CHF | 21'334 CHF | 98.38% | 98.38% |