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 | 7.99% | 0.12 CHF | 0.13 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 60'075 CHF | 65'075 CHF | 100.00% | 100.00% |
19.11.2024 | 7.41% | 0.13 CHF | 0.14 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 65'000 CHF | 70'000 CHF | 100.00% | 100.00% |
18.11.2024 | 7.49% | 0.12 CHF | 0.13 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 64'266 CHF | 69'266 CHF | 100.00% | 100.00% |
15.11.2024 | 7.93% | 0.13 CHF | 0.14 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 60'611 CHF | 65'611 CHF | 100.00% | 100.00% |
14.11.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 60'000 CHF | 65'000 CHF | 100.00% | 100.00% |
13.11.2024 | 7.99% | 0.12 CHF | 0.13 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 72'079 CHF | 78'079 CHF | 100.00% | 100.00% |
12.11.2024 | 9.13% | 0.12 CHF | 0.13 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 73'320 CHF | 80'320 CHF | 100.00% | 100.00% |
11.11.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 60'000 CHF | 66'000 CHF | 100.00% | 100.00% |
08.11.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 66'003 CHF | 72'003 CHF | 100.00% | 100.00% |
07.11.2024 | 8.84% | 0.11 CHF | 0.12 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 64'980 CHF | 70'980 CHF | 100.00% | 100.00% |