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 | 7.66% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 411'749 | 411'749 | 51'714 CHF | 55'832 CHF | 100.00% | 100.00% |
19.11.2024 | 6.93% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 374'562 | 374'563 | 52'245 CHF | 55'991 CHF | 99.91% | 99.91% |
18.11.2024 | 7.45% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 401'113 | 401'113 | 51'873 CHF | 55'884 CHF | 99.87% | 99.87% |
15.11.2024 | 7.11% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 384'199 | 384'199 | 52'113 CHF | 55'955 CHF | 100.00% | 100.00% |
14.11.2024 | 6.35% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 343'305 | 343'305 | 52'347 CHF | 55'780 CHF | 100.00% | 100.00% |
13.11.2024 | 5.99% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 318'495 | 318'495 | 51'560 CHF | 54'745 CHF | 100.00% | 100.00% |
12.11.2024 | 6.22% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 333'726 | 333'726 | 51'979 CHF | 55'316 CHF | 99.72% | 99.72% |
11.11.2024 | 6.84% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 370'447 | 370'447 | 52'324 CHF | 56'028 CHF | 99.91% | 99.91% |
08.11.2024 | 5.77% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 305'368 | 305'368 | 51'408 CHF | 54'461 CHF | 100.00% | 100.00% |
07.11.2024 | 6.21% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 333'307 | 333'307 | 51'945 CHF | 55'278 CHF | 99.91% | 99.91% |