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 | 7.99% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 423'938 | 423'938 | 50'946 CHF | 55'185 CHF | 100.00% | 100.00% |
19.11.2024 | 8.65% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 470'265 | 470'267 | 52'008 CHF | 56'711 CHF | 99.30% | 99.30% |
18.11.2024 | 8.47% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 459'655 | 459'655 | 51'974 CHF | 56'570 CHF | 99.87% | 99.87% |
15.11.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 427'395 | 427'398 | 51'332 CHF | 55'606 CHF | 100.00% | 100.00% |
14.11.2024 | 8.41% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 454'031 | 454'031 | 51'689 CHF | 56'229 CHF | 99.99% | 99.99% |
13.11.2024 | 8.84% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 478'908 | 478'908 | 51'793 CHF | 56'582 CHF | 100.00% | 100.00% |
12.11.2024 | 8.10% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 430'261 | 430'258 | 50'963 CHF | 55'266 CHF | 99.67% | 99.67% |
11.11.2024 | 6.96% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 377'910 | 377'910 | 52'417 CHF | 56'196 CHF | 99.88% | 99.88% |
08.11.2024 | 7.00% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 379'088 | 379'088 | 52'273 CHF | 56'064 CHF | 100.00% | 100.00% |
07.11.2024 | 6.93% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 377'057 | 377'057 | 52'533 CHF | 56'303 CHF | 99.89% | 99.89% |