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 | 7.22% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 388'941 | 388'941 | 51'982 CHF | 55'871 CHF | 99.38% | 99.38% |
19.11.2024 | 6.10% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 326'371 | 326'371 | 51'864 CHF | 55'128 CHF | 99.26% | 99.26% |
18.11.2024 | 6.67% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 360'184 | 360'184 | 52'195 CHF | 55'797 CHF | 99.28% | 99.28% |
15.11.2024 | 6.71% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 361'995 | 361'995 | 52'110 CHF | 55'730 CHF | 99.39% | 99.39% |
14.11.2024 | 5.66% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 302'741 | 302'741 | 51'995 CHF | 55'023 CHF | 99.35% | 99.35% |
13.11.2024 | 6.68% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 361'598 | 361'598 | 52'358 CHF | 55'974 CHF | 99.36% | 99.36% |
12.11.2024 | 6.36% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 345'589 | 345'589 | 52'642 CHF | 56'098 CHF | 99.05% | 99.05% |
11.11.2024 | 6.53% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 352'342 | 352'342 | 52'163 CHF | 55'687 CHF | 99.23% | 99.23% |
08.11.2024 | 5.23% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 281'305 | 281'305 | 52'398 CHF | 55'211 CHF | 99.37% | 99.37% |
07.11.2024 | 4.46% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 243'260 | 243'260 | 53'326 CHF | 55'758 CHF | 99.27% | 99.27% |