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 | 7.74% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 413'914 | 413'914 | 51'460 CHF | 55'600 CHF | 99.38% | 99.38% |
19.11.2024 | 7.93% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 426'235 | 426'235 | 51'641 CHF | 55'904 CHF | 99.27% | 99.27% |
18.11.2024 | 9.03% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 483'240 | 483'240 | 51'154 CHF | 55'986 CHF | 99.27% | 99.27% |
15.11.2024 | 9.90% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 532'013 | 406'443 | 51'048 CHF | 43'677 CHF | 99.39% | 99.39% |
14.11.2024 | 8.52% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 460'519 | 460'519 | 51'728 CHF | 56'333 CHF | 99.35% | 99.35% |
13.11.2024 | 8.75% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 469'850 | 469'850 | 51'396 CHF | 56'094 CHF | 99.39% | 99.39% |
12.11.2024 | 9.75% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 519'119 | 443'004 | 50'644 CHF | 48'126 CHF | 99.07% | 99.07% |
11.11.2024 | 11.12% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 584'385 | 294'139 | 49'650 CHF | 27'931 CHF | 99.23% | 99.23% |