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 | 9.60% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 504'996 | 484'783 | 50'088 CHF | 53'091 CHF | 99.39% | 99.39% |
19.11.2024 | 9.14% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 485'560 | 485'559 | 50'708 CHF | 55'564 CHF | 99.28% | 99.28% |
18.11.2024 | 8.46% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 457'544 | 457'544 | 51'819 CHF | 56'394 CHF | 99.28% | 99.28% |
15.11.2024 | 8.05% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 428'684 | 428'684 | 51'110 CHF | 55'397 CHF | 99.39% | 99.39% |
14.11.2024 | 8.56% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 463'277 | 463'282 | 51'828 CHF | 56'461 CHF | 99.38% | 99.38% |
13.11.2024 | 8.28% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 442'058 | 442'058 | 51'166 CHF | 55'587 CHF | 99.36% | 99.36% |
12.11.2024 | 7.66% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 408'389 | 408'389 | 51'317 CHF | 55'401 CHF | 99.08% | 99.08% |
11.11.2024 | 6.90% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 366'279 | 366'279 | 51'272 CHF | 54'934 CHF | 99.26% | 99.26% |