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 | 6.74% | 0.14 CHF | 0.14 CHF | 330'000 | 330'000 | 323'784 | 323'784 | 46'474 CHF | 49'712 CHF | 100.00% | 100.00% |
19.11.2024 | 6.73% | 0.14 CHF | 0.16 CHF | 325'000 | 325'000 | 323'415 | 323'415 | 46'528 CHF | 49'762 CHF | 100.00% | 100.00% |
18.11.2024 | 5.70% | 0.18 CHF | 0.19 CHF | 320'000 | 320'000 | 318'029 | 318'029 | 54'317 CHF | 57'497 CHF | 100.00% | 100.00% |
15.11.2024 | 5.39% | 0.18 CHF | 0.19 CHF | 315'000 | 315'000 | 314'628 | 314'628 | 56'829 CHF | 59'975 CHF | 100.00% | 100.00% |
14.11.2024 | 6.40% | 0.17 CHF | 0.18 CHF | 320'000 | 320'000 | 321'006 | 321'006 | 48'753 CHF | 51'963 CHF | 99.39% | 99.39% |
13.11.2024 | 6.70% | 0.13 CHF | 0.14 CHF | 330'000 | 330'000 | 322'972 | 322'972 | 47'048 CHF | 50'278 CHF | 100.00% | 100.00% |
12.11.2024 | 5.32% | 0.17 CHF | 0.18 CHF | 320'000 | 320'000 | 315'012 | 315'012 | 57'637 CHF | 60'787 CHF | 100.00% | 100.00% |
11.11.2024 | 5.25% | 0.20 CHF | 0.21 CHF | 315'000 | 315'000 | 314'425 | 314'425 | 58'511 CHF | 61'656 CHF | 99.93% | 99.93% |
08.11.2024 | 5.40% | 0.17 CHF | 0.18 CHF | 320'000 | 320'000 | 315'067 | 315'067 | 56'845 CHF | 59'995 CHF | 100.00% | 100.00% |
07.11.2024 | 4.25% | 0.23 CHF | 0.24 CHF | 305'000 | 305'000 | 304'034 | 304'034 | 70'156 CHF | 73'196 CHF | 100.00% | 100.00% |