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 | 7.86% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 418'930 | 418'930 | 51'242 CHF | 55'432 CHF | 100.00% | 100.00% |
19.11.2024 | 6.80% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 367'958 | 367'958 | 52'315 CHF | 55'995 CHF | 99.91% | 99.91% |
18.11.2024 | 7.34% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 395'684 | 395'684 | 51'978 CHF | 55'935 CHF | 99.90% | 99.90% |
15.11.2024 | 8.60% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 459'586 | 459'584 | 51'178 CHF | 55'774 CHF | 100.00% | 100.00% |
14.11.2024 | 7.53% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 407'333 | 407'332 | 52'096 CHF | 56'169 CHF | 99.97% | 99.97% |
13.11.2024 | 6.58% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 357'064 | 357'064 | 52'456 CHF | 56'027 CHF | 100.00% | 100.00% |
12.11.2024 | 7.39% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 399'801 | 399'802 | 52'112 CHF | 56'110 CHF | 99.65% | 99.65% |
11.11.2024 | 9.61% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 505'511 | 468'267 | 50'093 CHF | 51'361 CHF | 99.89% | 99.89% |