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 | 6.33% | 0.16 CHF | 0.17 CHF | 270'800 | 270'800 | 270'800 | 270'800 | 41'468 CHF | 44'176 CHF | 100.00% | 100.00% |
19.11.2024 | 6.62% | 0.15 CHF | 0.16 CHF | 274'400 | 274'400 | 274'400 | 274'400 | 40'086 CHF | 42'830 CHF | 100.00% | 100.00% |
18.11.2024 | 6.56% | 0.14 CHF | 0.16 CHF | 280'700 | 280'700 | 280'700 | 280'700 | 41'408 CHF | 44'215 CHF | 100.00% | 100.00% |
15.11.2024 | 6.68% | 0.14 CHF | 0.16 CHF | 284'900 | 284'900 | 284'900 | 284'900 | 41'238 CHF | 44'087 CHF | 100.00% | 100.00% |
14.11.2024 | 6.89% | 0.14 CHF | 0.15 CHF | 292'300 | 292'300 | 292'300 | 292'300 | 40'974 CHF | 43'897 CHF | 100.00% | 100.00% |
13.11.2024 | 6.95% | 0.14 CHF | 0.14 CHF | 284'700 | 284'700 | 284'700 | 284'700 | 39'571 CHF | 42'418 CHF | 100.00% | 100.00% |
12.11.2024 | 6.45% | 0.14 CHF | 0.16 CHF | 259'800 | 259'800 | 259'800 | 259'800 | 38'989 CHF | 41'587 CHF | 100.00% | 100.00% |
11.11.2024 | 6.06% | 0.16 CHF | 0.17 CHF | 256'000 | 256'000 | 256'000 | 256'000 | 40'971 CHF | 43'531 CHF | 100.00% | 100.00% |
08.11.2024 | 6.32% | 0.16 CHF | 0.17 CHF | 276'600 | 276'600 | 276'600 | 276'600 | 42'404 CHF | 45'170 CHF | 99.19% | 99.19% |
07.11.2024 | 6.25% | 0.15 CHF | 0.16 CHF | 259'800 | 259'800 | 251'377 | 251'377 | 38'947 CHF | 41'461 CHF | 100.00% | 100.00% |