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 | 7.32% | 0.14 CHF | 0.15 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 118'576 CHF | 127'576 CHF | 99.49% | 99.49% |
19.11.2024 | 6.82% | 0.14 CHF | 0.15 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 127'543 CHF | 136'543 CHF | 99.56% | 99.56% |
18.11.2024 | 6.60% | 0.14 CHF | 0.15 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 131'936 CHF | 140'936 CHF | 99.55% | 99.55% |
15.11.2024 | 6.68% | 0.15 CHF | 0.16 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 130'391 CHF | 139'391 CHF | 98.81% | 98.86% |
14.11.2024 | 6.89% | 0.14 CHF | 0.15 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 126'169 CHF | 135'169 CHF | 99.56% | 99.56% |
13.11.2024 | 6.68% | 0.14 CHF | 0.15 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 130'441 CHF | 139'441 CHF | 99.47% | 99.47% |
12.11.2024 | 6.98% | 0.14 CHF | 0.15 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 138'321 CHF | 148'321 CHF | 99.59% | 99.59% |
11.11.2024 | 7.36% | 0.14 CHF | 0.15 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 130'881 CHF | 140'881 CHF | 99.52% | 99.52% |
08.11.2024 | 6.99% | 0.14 CHF | 0.15 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 124'393 CHF | 133'393 CHF | 99.51% | 99.51% |
07.11.2024 | 6.56% | 0.14 CHF | 0.15 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 118'068 CHF | 126'068 CHF | 99.56% | 99.56% |