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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 10.74% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 581'637 | 318'861 | 51'294 CHF | 31'554 CHF | 99.38% | 99.38% |
20.11.2024 | 7.99% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 425'028 | 425'028 | 51'071 CHF | 55'322 CHF | 99.38% | 99.38% |
19.11.2024 | 7.81% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 416'641 | 416'641 | 51'292 CHF | 55'458 CHF | 98.57% | 98.57% |
18.11.2024 | 7.26% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 393'310 | 393'310 | 52'192 CHF | 56'125 CHF | 99.26% | 99.26% |
15.11.2024 | 7.43% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 402'445 | 402'444 | 52'124 CHF | 56'149 CHF | 99.38% | 99.38% |
14.11.2024 | 7.42% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 401'252 | 401'252 | 52'050 CHF | 56'063 CHF | 99.37% | 99.37% |
13.11.2024 | 7.69% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 412'056 | 412'056 | 51'531 CHF | 55'651 CHF | 99.38% | 99.38% |
12.11.2024 | 7.63% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 408'937 | 408'937 | 51'545 CHF | 55'634 CHF | 99.08% | 99.08% |
11.11.2024 | 6.99% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 380'013 | 380'013 | 52'502 CHF | 56'302 CHF | 99.24% | 99.24% |
08.11.2024 | 8.21% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 440'162 | 440'162 | 51'412 CHF | 55'814 CHF | 99.39% | 99.39% |