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 | 8.02% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 428'098 | 428'098 | 51'272 CHF | 55'553 CHF | 99.40% | 99.40% |
19.11.2024 | 9.45% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 493'635 | 493'608 | 49'820 CHF | 54'753 CHF | 98.63% | 98.63% |
18.11.2024 | 10.22% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 550'712 | 357'399 | 51'106 CHF | 37'212 CHF | 99.29% | 99.29% |
15.11.2024 | 8.82% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 478'641 | 478'641 | 51'904 CHF | 56'690 CHF | 98.28% | 98.28% |
14.11.2024 | 8.28% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 437'489 | 437'489 | 50'707 CHF | 55'082 CHF | 99.16% | 99.16% |
13.11.2024 | 8.09% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 384'330 | 384'333 | 45'535 CHF | 49'378 CHF | 99.42% | 99.42% |
12.11.2024 | 7.90% | 0.11 CHF | 0.12 CHF | 238'000 | 238'000 | 211'113 | 211'113 | 25'654 CHF | 27'765 CHF | 99.16% | 99.16% |
11.11.2024 | 7.40% | 0.13 CHF | 0.14 CHF | 200'000 | 200'000 | 198'577 | 198'577 | 25'825 CHF | 27'811 CHF | 99.21% | 99.21% |
08.11.2024 | 7.42% | 0.14 CHF | 0.15 CHF | 188'000 | 188'000 | 200'136 | 200'135 | 25'986 CHF | 27'988 CHF | 99.49% | 99.49% |
07.11.2024 | 7.37% | 0.12 CHF | 0.13 CHF | 200'000 | 200'000 | 198'459 | 198'459 | 25'961 CHF | 27'946 CHF | 99.33% | 99.33% |