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 | 7.92% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 422'379 | 422'388 | 51'254 CHF | 55'479 CHF | 100.00% | 100.00% |
19.11.2024 | 7.63% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 408'760 | 408'760 | 51'553 CHF | 55'641 CHF | 99.88% | 99.88% |
18.11.2024 | 7.37% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 399'262 | 399'262 | 52'157 CHF | 56'149 CHF | 99.91% | 99.91% |
15.11.2024 | 6.97% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 378'578 | 378'578 | 52'435 CHF | 56'221 CHF | 100.00% | 100.00% |
14.11.2024 | 6.87% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 373'640 | 373'639 | 52'510 CHF | 56'246 CHF | 99.97% | 99.97% |
13.11.2024 | 7.22% | 0.14 CHF | 0.15 CHF | 400'000 | 400'000 | 391'957 | 391'957 | 52'309 CHF | 56'229 CHF | 100.00% | 100.00% |
12.11.2024 | 6.54% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 354'694 | 354'694 | 52'433 CHF | 55'980 CHF | 99.69% | 99.69% |
11.11.2024 | 6.07% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 323'071 | 323'071 | 51'547 CHF | 54'777 CHF | 99.91% | 99.91% |