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 | 8.46% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 456'069 | 456'069 | 51'604 CHF | 56'164 CHF | 99.38% | 99.38% |
19.11.2024 | 7.83% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 418'389 | 418'389 | 51'370 CHF | 55'553 CHF | 99.26% | 99.26% |
18.11.2024 | 7.43% | 0.14 CHF | 0.15 CHF | 400'000 | 400'000 | 401'976 | 401'976 | 52'149 CHF | 56'169 CHF | 99.24% | 99.24% |
15.11.2024 | 6.81% | 0.15 CHF | 0.16 CHF | 375'000 | 375'000 | 371'057 | 371'057 | 52'618 CHF | 56'328 CHF | 99.39% | 99.39% |
14.11.2024 | 7.92% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 425'401 | 425'401 | 51'567 CHF | 55'821 CHF | 99.37% | 99.37% |
13.11.2024 | 6.88% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 370'680 | 370'679 | 52'041 CHF | 55'748 CHF | 99.36% | 99.36% |
12.11.2024 | 5.15% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 275'786 | 275'786 | 52'130 CHF | 54'888 CHF | 99.09% | 99.09% |
11.11.2024 | 4.93% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 258'122 | 258'122 | 51'023 CHF | 53'604 CHF | 99.28% | 99.28% |
08.11.2024 | 4.81% | 0.20 CHF | 0.21 CHF | 275'000 | 275'000 | 250'741 | 250'740 | 50'897 CHF | 53'404 CHF | 99.38% | 99.38% |
07.11.2024 | 3.94% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 209'552 | 209'553 | 52'067 CHF | 54'163 CHF | 99.26% | 99.26% |