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 | 5.50% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 53'091 CHF | 56'091 CHF | 99.39% | 99.39% |
19.11.2024 | 5.19% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 280'760 | 280'760 | 52'655 CHF | 55'463 CHF | 99.27% | 99.27% |
18.11.2024 | 5.73% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 301'272 | 301'272 | 51'065 CHF | 54'078 CHF | 99.28% | 99.28% |
15.11.2024 | 5.87% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 312'486 | 312'486 | 51'633 CHF | 54'757 CHF | 99.38% | 99.38% |
14.11.2024 | 5.31% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 292'591 | 292'591 | 53'577 CHF | 56'503 CHF | 99.39% | 99.39% |
13.11.2024 | 5.36% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 294'556 | 294'556 | 53'523 CHF | 56'468 CHF | 99.39% | 99.39% |
12.11.2024 | 5.69% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 51'276 CHF | 54'276 CHF | 99.07% | 99.07% |
11.11.2024 | 5.71% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 51'000 CHF | 54'000 CHF | 99.29% | 99.29% |
08.11.2024 | 5.70% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 51'170 CHF | 54'170 CHF | 99.39% | 99.39% |
07.11.2024 | 5.42% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 53'873 CHF | 56'873 CHF | 99.26% | 99.26% |