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 | 4.76% | 0.19 CHF | 0.20 CHF | 270'000 | 75'000 | 245'361 | 75'000 | 50'362 CHF | 16'161 CHF | 98.82% | 98.82% |
19.11.2024 | 4.98% | 0.19 CHF | 0.20 CHF | 270'000 | 75'000 | 258'166 | 75'000 | 50'543 CHF | 15'462 CHF | 99.94% | 99.94% |
18.11.2024 | 6.25% | 0.20 CHF | 0.21 CHF | 250'000 | 75'000 | 270'971 | 69'764 | 50'835 CHF | 13'931 CHF | 98.08% | 98.08% |
15.11.2024 | 5.40% | 0.18 CHF | 0.19 CHF | 280'000 | 75'000 | 280'987 | 75'000 | 50'630 CHF | 14'276 CHF | 100.00% | 100.00% |
14.11.2024 | 6.00% | 0.17 CHF | 0.18 CHF | 300'000 | 75'000 | 315'995 | 75'000 | 51'099 CHF | 12'900 CHF | 99.57% | 99.57% |
13.11.2024 | 6.62% | 0.15 CHF | 0.16 CHF | 340'000 | 75'000 | 343'992 | 74'442 | 50'858 CHF | 11'770 CHF | 99.32% | 99.32% |
12.11.2024 | 6.59% | 0.13 CHF | 0.14 CHF | 390'000 | 75'000 | 346'232 | 75'000 | 50'841 CHF | 11'784 CHF | 99.36% | 99.36% |
11.11.2024 | 5.84% | 0.17 CHF | 0.18 CHF | 300'000 | 75'000 | 307'445 | 75'000 | 51'074 CHF | 13'221 CHF | 95.09% | 95.09% |
08.11.2024 | 6.65% | 0.14 CHF | 0.15 CHF | 360'000 | 75'000 | 349'027 | 75'000 | 50'711 CHF | 11'662 CHF | 99.79% | 99.79% |
07.11.2024 | 6.07% | 0.16 CHF | 0.17 CHF | 320'000 | 75'000 | 303'863 | 73'692 | 50'986 CHF | 13'146 CHF | 96.70% | 96.70% |