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 | 8.00% | 0.12 CHF | 0.13 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 42'000 CHF | 45'500 CHF | 100.00% | 100.00% |
19.11.2024 | 7.85% | 0.12 CHF | 0.13 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 42'915 CHF | 46'415 CHF | 100.00% | 100.00% |
18.11.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 42'000 CHF | 45'500 CHF | 100.00% | 100.00% |
15.11.2024 | 8.10% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 47'447 CHF | 51'447 CHF | 100.00% | 100.00% |
14.11.2024 | 7.93% | 0.12 CHF | 0.13 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 42'416 CHF | 45'916 CHF | 100.00% | 100.00% |
13.11.2024 | 7.71% | 0.13 CHF | 0.14 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 43'731 CHF | 47'231 CHF | 100.00% | 100.00% |
12.11.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 48'000 CHF | 52'000 CHF | 100.00% | 100.00% |
11.11.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 44'000 CHF | 48'000 CHF | 100.00% | 100.00% |
08.11.2024 | 8.57% | 0.11 CHF | 0.12 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 44'721 CHF | 48'721 CHF | 100.00% | 100.00% |
07.11.2024 | 8.49% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 45'194 CHF | 49'194 CHF | 100.00% | 100.00% |