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 | 8.62% | 0.11 CHF | 0.12 CHF | 220'000 | 220'000 | 217'160 | 217'160 | 24'115 CHF | 26'286 CHF | 100.00% | 100.00% |
19.11.2024 | 8.20% | 0.11 CHF | 0.12 CHF | 210'000 | 210'000 | 210'000 | 210'000 | 24'579 CHF | 26'679 CHF | 100.00% | 100.00% |
18.11.2024 | 7.85% | 0.12 CHF | 0.13 CHF | 210'000 | 210'000 | 210'000 | 210'000 | 25'710 CHF | 27'810 CHF | 100.00% | 100.00% |
15.11.2024 | 7.47% | 0.13 CHF | 0.14 CHF | 200'000 | 200'000 | 200'698 | 200'698 | 25'858 CHF | 27'865 CHF | 100.00% | 100.00% |
14.11.2024 | 7.59% | 0.13 CHF | 0.14 CHF | 200'000 | 200'000 | 206'796 | 206'796 | 26'199 CHF | 28'267 CHF | 99.36% | 99.36% |
13.11.2024 | 7.55% | 0.12 CHF | 0.13 CHF | 210'000 | 210'000 | 205'680 | 205'680 | 26'231 CHF | 28'288 CHF | 100.00% | 100.00% |
12.11.2024 | 7.33% | 0.13 CHF | 0.14 CHF | 210'000 | 210'000 | 201'590 | 201'590 | 26'545 CHF | 28'563 CHF | 100.00% | 100.00% |
11.11.2024 | 8.17% | 0.14 CHF | 0.15 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 28'142 CHF | 30'537 CHF | 99.93% | 99.93% |
08.11.2024 | 7.29% | 0.13 CHF | 0.14 CHF | 210'000 | 210'000 | 207'587 | 207'587 | 27'494 CHF | 29'574 CHF | 100.00% | 100.00% |
07.11.2024 | 8.18% | 0.14 CHF | 0.15 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 27'699 CHF | 30'062 CHF | 100.00% | 100.00% |