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 | 9.87% | 0.09 CHF | 0.10 CHF | 400'000 | 400'000 | 398'149 | 398'149 | 38'353 CHF | 42'334 CHF | 100.00% | 100.00% |
19.11.2024 | 9.64% | 0.10 CHF | 0.11 CHF | 400'000 | 400'000 | 398'054 | 398'054 | 39'387 CHF | 43'368 CHF | 100.00% | 100.00% |
18.11.2024 | 7.95% | 0.12 CHF | 0.13 CHF | 390'000 | 390'000 | 390'000 | 390'000 | 47'118 CHF | 51'018 CHF | 100.00% | 100.00% |
15.11.2024 | 7.93% | 0.11 CHF | 0.12 CHF | 390'000 | 390'000 | 389'371 | 389'371 | 47'180 CHF | 51'074 CHF | 100.00% | 100.00% |
14.11.2024 | 7.94% | 0.13 CHF | 0.14 CHF | 380'000 | 380'000 | 384'731 | 384'731 | 46'900 CHF | 50'748 CHF | 100.00% | 100.00% |
13.11.2024 | 8.77% | 0.11 CHF | 0.12 CHF | 390'000 | 390'000 | 390'000 | 390'000 | 42'574 CHF | 46'474 CHF | 100.00% | 100.00% |
12.11.2024 | 8.37% | 0.11 CHF | 0.12 CHF | 390'000 | 390'000 | 390'000 | 390'000 | 44'654 CHF | 48'554 CHF | 99.87% | 99.87% |
11.11.2024 | 7.39% | 0.12 CHF | 0.13 CHF | 380'000 | 380'000 | 380'000 | 380'000 | 49'561 CHF | 53'361 CHF | 100.00% | 100.00% |
08.11.2024 | 7.48% | 0.12 CHF | 0.13 CHF | 380'000 | 380'000 | 380'000 | 380'000 | 48'925 CHF | 52'725 CHF | 100.00% | 100.00% |
07.11.2024 | 6.83% | 0.13 CHF | 0.14 CHF | 380'000 | 380'000 | 379'990 | 379'990 | 53'789 CHF | 57'589 CHF | 100.00% | 100.00% |