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 | 7.54% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 404'374 | 404'385 | 51'613 CHF | 55'659 CHF | 100.00% | 100.00% |
19.11.2024 | 6.21% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 333'822 | 333'826 | 52'037 CHF | 55'375 CHF | 99.89% | 99.89% |
18.11.2024 | 7.27% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 391'368 | 391'369 | 51'900 CHF | 55'813 CHF | 99.89% | 99.89% |
15.11.2024 | 6.59% | 0.15 CHF | 0.16 CHF | 375'000 | 375'000 | 359'252 | 359'252 | 52'729 CHF | 56'322 CHF | 100.00% | 100.00% |
14.11.2024 | 5.86% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 315'069 | 315'067 | 52'213 CHF | 55'363 CHF | 100.00% | 100.00% |
13.11.2024 | 6.18% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 335'033 | 335'033 | 52'563 CHF | 55'914 CHF | 100.00% | 100.00% |
12.11.2024 | 7.61% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 409'234 | 409'234 | 51'739 CHF | 55'831 CHF | 99.69% | 99.69% |
11.11.2024 | 8.01% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 429'878 | 429'874 | 51'482 CHF | 55'780 CHF | 99.85% | 99.85% |
08.11.2024 | 7.44% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 400'017 | 400'017 | 51'818 CHF | 55'818 CHF | 100.00% | 100.00% |
07.11.2024 | 7.88% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 420'555 | 420'556 | 51'268 CHF | 55'474 CHF | 99.84% | 99.84% |