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 | 8.69% | 0.11 CHF | 0.12 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 27'538 CHF | 30'038 CHF | 100.00% | 100.00% |
19.11.2024 | 8.69% | 0.11 CHF | 0.12 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 27'513 CHF | 30'013 CHF | 100.00% | 100.00% |
18.11.2024 | 8.33% | 0.11 CHF | 0.12 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 28'823 CHF | 31'323 CHF | 100.00% | 100.00% |
15.11.2024 | 7.62% | 0.12 CHF | 0.13 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 28'431 CHF | 30'681 CHF | 100.00% | 100.00% |
14.11.2024 | 8.10% | 0.12 CHF | 0.13 CHF | 250'000 | 250'000 | 248'872 | 248'872 | 29'513 CHF | 32'002 CHF | 100.00% | 100.00% |
13.11.2024 | 8.11% | 0.12 CHF | 0.13 CHF | 225'000 | 225'000 | 224'474 | 224'474 | 26'567 CHF | 28'812 CHF | 100.00% | 100.00% |
12.11.2024 | 7.38% | 0.12 CHF | 0.13 CHF | 200'000 | 200'000 | 199'552 | 199'552 | 26'049 CHF | 28'044 CHF | 100.00% | 100.00% |
11.11.2024 | 6.57% | 0.15 CHF | 0.16 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 33'157 CHF | 35'407 CHF | 100.00% | 100.00% |
08.11.2024 | 7.38% | 0.13 CHF | 0.14 CHF | 225'000 | 225'000 | 224'479 | 224'479 | 29'286 CHF | 31'531 CHF | 100.00% | 100.00% |
07.11.2024 | 7.07% | 0.13 CHF | 0.14 CHF | 225'000 | 225'000 | 224'019 | 224'019 | 30'599 CHF | 32'839 CHF | 100.00% | 100.00% |