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 | 6.69% | 0.14 CHF | 0.15 CHF | 360'000 | 50'000 | 322'164 | 50'000 | 51'088 CHF | 8'494 CHF | 92.81% | 92.81% |
19.11.2024 | 7.13% | 0.15 CHF | 0.16 CHF | 340'000 | 50'000 | 347'641 | 50'000 | 50'772 CHF | 7'849 CHF | 99.53% | 99.53% |
18.11.2024 | 7.96% | 0.16 CHF | 0.17 CHF | 320'000 | 50'000 | 323'404 | 44'487 | 51'166 CHF | 7'597 CHF | 100.00% | 100.00% |
15.11.2024 | 6.87% | 0.13 CHF | 0.15 CHF | 390'000 | 50'000 | 338'349 | 50'000 | 50'994 CHF | 8'092 CHF | 92.46% | 92.46% |
14.11.2024 | 6.85% | 0.17 CHF | 0.18 CHF | 300'000 | 50'000 | 322'613 | 50'000 | 51'171 CHF | 8'498 CHF | 98.20% | 98.20% |
13.11.2024 | 7.06% | 0.15 CHF | 0.16 CHF | 340'000 | 50'000 | 329'932 | 49'700 | 51'004 CHF | 8'266 CHF | 98.35% | 98.35% |
12.11.2024 | 5.97% | 0.17 CHF | 0.18 CHF | 300'000 | 50'000 | 279'910 | 50'000 | 50'790 CHF | 9'643 CHF | 97.69% | 97.69% |
11.11.2024 | 5.03% | 0.21 CHF | 0.22 CHF | 240'000 | 50'000 | 244'002 | 50'000 | 50'240 CHF | 10'831 CHF | 100.00% | 100.00% |
08.11.2024 | 6.07% | 0.18 CHF | 0.19 CHF | 280'000 | 50'000 | 285'932 | 50'000 | 50'698 CHF | 9'433 CHF | 96.30% | 96.30% |
07.11.2024 | 5.94% | 0.17 CHF | 0.18 CHF | 300'000 | 50'000 | 276'843 | 48'588 | 50'786 CHF | 9'466 CHF | 91.03% | 91.03% |