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 | 6.31% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 338'708 | 338'708 | 52'023 CHF | 55'410 CHF | 99.38% | 99.38% |
19.11.2024 | 5.83% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 308'542 | 308'542 | 51'447 CHF | 54'532 CHF | 99.27% | 99.27% |
18.11.2024 | 6.24% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 336'498 | 336'498 | 52'249 CHF | 55'614 CHF | 99.26% | 99.26% |
15.11.2024 | 7.50% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 403'719 | 403'719 | 51'857 CHF | 55'894 CHF | 99.39% | 99.39% |
14.11.2024 | 7.14% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 386'085 | 386'084 | 52'203 CHF | 56'064 CHF | 99.35% | 99.35% |
13.11.2024 | 7.10% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 383'699 | 383'699 | 52'127 CHF | 55'964 CHF | 99.37% | 99.37% |
12.11.2024 | 7.71% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 416'110 | 416'110 | 51'920 CHF | 56'081 CHF | 99.06% | 99.06% |
11.11.2024 | 9.50% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 496'992 | 496'992 | 49'855 CHF | 54'825 CHF | 99.27% | 99.27% |
08.11.2024 | 8.17% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 440'811 | 440'812 | 51'719 CHF | 56'127 CHF | 99.39% | 99.39% |
07.11.2024 | 6.09% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 328'140 | 328'140 | 52'270 CHF | 55'552 CHF | 99.23% | 99.23% |