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 | 9.36% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 493'921 | 493'921 | 50'349 CHF | 55'288 CHF | 99.80% | 99.80% |
19.11.2024 | 8.02% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 427'107 | 427'107 | 51'085 CHF | 55'356 CHF | 99.70% | 99.70% |
18.11.2024 | 8.33% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 447'019 | 447'018 | 51'402 CHF | 55'872 CHF | 99.70% | 99.70% |
15.11.2024 | 8.65% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 470'993 | 470'993 | 52'076 CHF | 56'786 CHF | 99.80% | 99.80% |
14.11.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 475'000 | 475'000 | 52'251 CHF | 57'001 CHF | 99.81% | 99.81% |
13.11.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 475'000 | 475'000 | 52'250 CHF | 57'000 CHF | 99.80% | 99.80% |
12.11.2024 | 8.31% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 446'914 | 446'915 | 51'506 CHF | 55'975 CHF | 99.49% | 99.49% |
11.11.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 472'960 | 472'960 | 52'026 CHF | 56'755 CHF | 99.70% | 99.70% |
08.11.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 475'000 | 475'000 | 52'250 CHF | 57'000 CHF | 99.81% | 99.81% |
07.11.2024 | 8.71% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 474'506 | 474'504 | 52'111 CHF | 56'856 CHF | 95.68% | 95.68% |