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 | 6.56% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 355'710 | 355'710 | 52'489 CHF | 56'046 CHF | 99.39% | 99.39% |
19.11.2024 | 5.48% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 298'047 | 298'047 | 52'940 CHF | 55'921 CHF | 99.30% | 99.30% |
18.11.2024 | 6.69% | 0.14 CHF | 0.15 CHF | 400'000 | 400'000 | 363'365 | 363'365 | 52'522 CHF | 56'156 CHF | 99.31% | 99.31% |
15.11.2024 | 6.88% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 373'857 | 373'857 | 52'506 CHF | 56'245 CHF | 99.38% | 99.38% |
14.11.2024 | 6.53% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 353'456 | 353'456 | 52'386 CHF | 55'920 CHF | 99.35% | 99.35% |
13.11.2024 | 6.66% | 0.15 CHF | 0.16 CHF | 300'000 | 300'000 | 358'469 | 358'469 | 52'017 CHF | 55'602 CHF | 99.39% | 99.39% |
12.11.2024 | 8.22% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 442'521 | 442'520 | 51'652 CHF | 56'077 CHF | 99.05% | 99.05% |
11.11.2024 | 8.34% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 451'132 | 451'133 | 51'853 CHF | 56'364 CHF | 99.28% | 99.28% |
08.11.2024 | 9.20% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 491'461 | 475'619 | 51'011 CHF | 54'300 CHF | 99.39% | 99.39% |
07.11.2024 | 13.42% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 725'977 | 376'211 | 50'528 CHF | 29'991 CHF | 99.25% | 99.25% |