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 | 6.01% | 0.16 CHF | 0.17 CHF | 252'700 | 252'700 | 252'700 | 252'700 | 40'758 CHF | 43'285 CHF | 100.00% | 100.00% |
19.11.2024 | 5.75% | 0.17 CHF | 0.18 CHF | 247'500 | 247'500 | 247'500 | 247'500 | 41'783 CHF | 44'258 CHF | 100.00% | 100.00% |
18.11.2024 | 5.77% | 0.17 CHF | 0.18 CHF | 238'800 | 238'800 | 238'800 | 238'800 | 40'201 CHF | 42'589 CHF | 100.00% | 100.00% |
15.11.2024 | 5.68% | 0.17 CHF | 0.18 CHF | 233'400 | 233'400 | 233'400 | 233'400 | 39'946 CHF | 42'280 CHF | 100.00% | 100.00% |
14.11.2024 | 5.50% | 0.18 CHF | 0.19 CHF | 224'300 | 224'300 | 224'300 | 224'300 | 39'644 CHF | 41'887 CHF | 100.00% | 100.00% |
13.11.2024 | 5.46% | 0.18 CHF | 0.19 CHF | 233'000 | 233'000 | 233'000 | 233'000 | 41'532 CHF | 43'862 CHF | 100.00% | 100.00% |
12.11.2024 | 5.78% | 0.18 CHF | 0.19 CHF | 263'500 | 263'500 | 263'500 | 263'500 | 44'291 CHF | 46'926 CHF | 100.00% | 100.00% |
11.11.2024 | 6.10% | 0.16 CHF | 0.17 CHF | 239'100 | 239'100 | 239'100 | 239'100 | 37'979 CHF | 40'370 CHF | 100.00% | 100.00% |
08.11.2024 | 5.84% | 0.17 CHF | 0.18 CHF | 238'700 | 238'700 | 238'700 | 238'700 | 39'686 CHF | 42'073 CHF | 99.18% | 99.18% |
07.11.2024 | 5.81% | 0.17 CHF | 0.18 CHF | 260'500 | 260'500 | 252'003 | 252'003 | 42'169 CHF | 44'689 CHF | 100.00% | 100.00% |