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 | 6.95% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 377'448 | 377'448 | 52'464 CHF | 56'239 CHF | 99.37% | 99.37% |
19.11.2024 | 7.11% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 384'805 | 384'805 | 52'218 CHF | 56'066 CHF | 98.56% | 98.56% |
18.11.2024 | 8.42% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 454'822 | 454'822 | 51'720 CHF | 56'268 CHF | 99.28% | 99.28% |
15.11.2024 | 7.78% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 414'329 | 414'329 | 51'223 CHF | 55'366 CHF | 99.37% | 99.37% |
14.11.2024 | 5.89% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 312'096 | 312'096 | 51'444 CHF | 54'565 CHF | 99.35% | 99.35% |
13.11.2024 | 6.22% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 334'851 | 334'851 | 52'132 CHF | 55'481 CHF | 99.37% | 99.37% |
12.11.2024 | 6.55% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 355'816 | 355'815 | 52'525 CHF | 56'083 CHF | 99.08% | 99.08% |
11.11.2024 | 7.42% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 399'908 | 399'908 | 51'938 CHF | 55'937 CHF | 99.26% | 99.26% |
08.11.2024 | 6.83% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 373'060 | 373'060 | 52'764 CHF | 56'495 CHF | 99.39% | 99.39% |
07.11.2024 | 9.00% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 482'508 | 463'838 | 51'267 CHF | 54'135 CHF | 99.24% | 99.24% |