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 | 8.01% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 425'519 | 425'516 | 51'025 CHF | 55'280 CHF | 100.00% | 100.00% |
19.11.2024 | 7.84% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 418'049 | 418'049 | 51'251 CHF | 55'432 CHF | 88.61% | 88.61% |
18.11.2024 | 7.06% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 383'343 | 383'343 | 52'409 CHF | 56'242 CHF | 99.86% | 99.86% |
15.11.2024 | 7.00% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 378'991 | 378'991 | 52'268 CHF | 56'057 CHF | 100.00% | 100.00% |
14.11.2024 | 6.69% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 363'745 | 363'745 | 52'563 CHF | 56'200 CHF | 100.00% | 100.00% |
13.11.2024 | 7.25% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 392'238 | 392'238 | 52'203 CHF | 56'125 CHF | 100.00% | 100.00% |
12.11.2024 | 6.84% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 369'856 | 369'856 | 52'269 CHF | 55'968 CHF | 99.70% | 99.70% |
11.11.2024 | 6.05% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 323'949 | 323'944 | 51'963 CHF | 55'202 CHF | 99.90% | 99.90% |
08.11.2024 | 5.98% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 318'111 | 318'111 | 51'607 CHF | 54'789 CHF | 100.00% | 100.00% |
07.11.2024 | 5.12% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 268'577 | 268'577 | 51'059 CHF | 53'744 CHF | 99.88% | 99.88% |