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 | 5.92% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 317'445 | 317'445 | 52'018 CHF | 55'192 CHF | 100.00% | 100.00% |
19.11.2024 | 6.65% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 359'999 | 359'999 | 52'353 CHF | 55'953 CHF | 99.91% | 99.91% |
18.11.2024 | 7.26% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 393'747 | 393'747 | 52'254 CHF | 56'191 CHF | 99.90% | 99.90% |
15.11.2024 | 7.60% | 0.14 CHF | 0.15 CHF | 400'000 | 400'000 | 409'323 | 409'323 | 51'867 CHF | 55'960 CHF | 100.00% | 100.00% |
14.11.2024 | 7.91% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 426'200 | 426'200 | 51'732 CHF | 55'994 CHF | 100.00% | 100.00% |
13.11.2024 | 7.21% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 390'282 | 390'282 | 52'199 CHF | 56'102 CHF | 100.00% | 100.00% |
12.11.2024 | 8.68% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 471'976 | 471'976 | 52'007 CHF | 56'727 CHF | 99.71% | 99.71% |
11.11.2024 | 9.61% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 507'442 | 478'129 | 50'253 CHF | 52'330 CHF | 99.83% | 99.83% |
08.11.2024 | 8.41% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 451'000 | 451'000 | 51'380 CHF | 55'890 CHF | 100.00% | 100.00% |
07.11.2024 | 9.19% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 488'650 | 488'650 | 50'801 CHF | 55'688 CHF | 99.91% | 99.91% |