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 | 5.57% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 299'077 | 299'077 | 52'234 CHF | 55'225 CHF | 100.00% | 100.00% |
19.11.2024 | 6.04% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 322'584 | 322'585 | 51'818 CHF | 55'044 CHF | 99.90% | 99.90% |
18.11.2024 | 6.55% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 355'384 | 355'384 | 52'522 CHF | 56'076 CHF | 99.91% | 99.91% |
15.11.2024 | 7.14% | 0.15 CHF | 0.16 CHF | 375'000 | 375'000 | 386'716 | 386'716 | 52'281 CHF | 56'148 CHF | 100.00% | 100.00% |
14.11.2024 | 6.76% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 364'813 | 364'813 | 52'138 CHF | 55'786 CHF | 100.00% | 100.00% |
13.11.2024 | 5.52% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 52'839 CHF | 55'839 CHF | 100.00% | 100.00% |
12.11.2024 | 6.27% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 338'522 | 338'522 | 52'279 CHF | 55'665 CHF | 99.71% | 99.71% |
11.11.2024 | 6.94% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 377'769 | 377'769 | 52'531 CHF | 56'308 CHF | 99.87% | 99.87% |
08.11.2024 | 6.57% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 355'237 | 355'237 | 52'355 CHF | 55'907 CHF | 100.00% | 100.00% |
07.11.2024 | 6.62% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 359'377 | 359'377 | 52'469 CHF | 56'063 CHF | 99.91% | 99.91% |