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 | 8.70% | 0.12 CHF | 0.13 CHF | 370'000 | 370'000 | 368'474 | 368'474 | 40'594 CHF | 44'278 CHF | 100.00% | 100.00% |
19.11.2024 | 7.55% | 0.13 CHF | 0.14 CHF | 370'000 | 370'000 | 370'072 | 370'072 | 47'305 CHF | 51'006 CHF | 99.97% | 99.97% |
18.11.2024 | 7.12% | 0.13 CHF | 0.14 CHF | 370'000 | 370'000 | 369'928 | 369'928 | 50'242 CHF | 53'942 CHF | 99.91% | 99.91% |
15.11.2024 | 7.30% | 0.13 CHF | 0.14 CHF | 370'000 | 370'000 | 368'472 | 368'472 | 48'622 CHF | 52'306 CHF | 99.84% | 99.84% |
14.11.2024 | 8.32% | 0.12 CHF | 0.13 CHF | 370'000 | 370'000 | 368'474 | 368'474 | 42'934 CHF | 46'619 CHF | 99.90% | 99.90% |
13.11.2024 | 4.91% | 0.21 CHF | 0.22 CHF | 380'000 | 380'000 | 378'668 | 378'668 | 75'424 CHF | 79'211 CHF | 99.61% | 99.61% |
12.11.2024 | 5.73% | 0.18 CHF | 0.19 CHF | 380'000 | 380'000 | 377'439 | 377'439 | 64'166 CHF | 67'940 CHF | 48.80% | 99.86% |
11.11.2024 | - | 0.13 CHF | 0.16 CHF | 370'000 | 3'700 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
08.11.2024 | 6.33% | 0.14 CHF | 0.15 CHF | 370'000 | 370'000 | 371'675 | 371'675 | 56'933 CHF | 60'650 CHF | 99.20% | 99.20% |
07.11.2024 | 5.54% | 0.17 CHF | 0.18 CHF | 380'000 | 380'000 | 376'706 | 376'706 | 66'296 CHF | 70'063 CHF | 99.97% | 99.97% |