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 | 7.91% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 422'490 | 422'490 | 51'287 CHF | 55'512 CHF | 100.00% | 100.00% |
19.11.2024 | 8.62% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 470'632 | 470'632 | 52'287 CHF | 56'993 CHF | 99.86% | 99.86% |
18.11.2024 | 8.16% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 437'663 | 437'665 | 51'430 CHF | 55'807 CHF | 99.88% | 99.88% |
15.11.2024 | 8.29% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 445'729 | 445'729 | 51'521 CHF | 55'979 CHF | 100.00% | 100.00% |
14.11.2024 | 9.18% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 488'816 | 488'816 | 50'885 CHF | 55'774 CHF | 100.00% | 100.00% |
13.11.2024 | 9.37% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 495'697 | 495'697 | 50'436 CHF | 55'393 CHF | 100.00% | 100.00% |
12.11.2024 | 8.94% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 478'769 | 478'769 | 51'199 CHF | 55'986 CHF | 99.71% | 99.71% |
11.11.2024 | 8.21% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 440'196 | 440'196 | 51'379 CHF | 55'781 CHF | 99.85% | 99.85% |
08.11.2024 | 9.18% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 491'131 | 482'500 | 51'089 CHF | 55'103 CHF | 100.00% | 100.00% |
07.11.2024 | 8.20% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 440'594 | 439'178 | 51'538 CHF | 55'774 CHF | 99.91% | 99.91% |