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 | 8.64% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 471'939 | 471'939 | 52'285 CHF | 57'004 CHF | 99.38% | 99.38% |
19.11.2024 | 9.18% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 487'789 | 487'788 | 50'786 CHF | 55'664 CHF | 99.25% | 99.25% |
18.11.2024 | 8.48% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 460'950 | 460'950 | 52'039 CHF | 56'649 CHF | 99.27% | 99.27% |
15.11.2024 | 8.11% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 433'196 | 433'196 | 51'238 CHF | 55'570 CHF | 99.39% | 99.39% |
14.11.2024 | 8.74% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 475'632 | 475'633 | 52'039 CHF | 56'795 CHF | 99.35% | 99.35% |
13.11.2024 | 7.87% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 418'467 | 418'468 | 51'124 CHF | 55'309 CHF | 99.36% | 99.36% |
12.11.2024 | 8.06% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 424'829 | 424'829 | 50'618 CHF | 54'866 CHF | 99.03% | 99.03% |
11.11.2024 | 7.93% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 426'000 | 426'000 | 51'598 CHF | 55'858 CHF | 99.28% | 99.28% |
08.11.2024 | 9.21% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 490'592 | 490'591 | 50'880 CHF | 55'786 CHF | 99.38% | 99.38% |
07.11.2024 | 9.50% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 496'993 | 496'996 | 49'832 CHF | 54'802 CHF | 99.29% | 99.29% |