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 | 6.60% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 356'071 | 356'070 | 52'185 CHF | 55'745 CHF | 99.82% | 99.82% |
19.11.2024 | 6.90% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 373'072 | 373'071 | 52'197 CHF | 55'928 CHF | 99.79% | 99.79% |
18.11.2024 | 6.43% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 348'497 | 348'498 | 52'448 CHF | 55'934 CHF | 100.00% | 100.00% |
15.11.2024 | 5.65% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 302'810 | 302'811 | 52'112 CHF | 55'141 CHF | 100.00% | 100.00% |
14.11.2024 | 5.97% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 321'024 | 321'027 | 52'148 CHF | 55'358 CHF | 100.00% | 100.00% |
13.11.2024 | 6.79% | 0.14 CHF | 0.15 CHF | 400'000 | 400'000 | 369'601 | 369'600 | 52'621 CHF | 56'316 CHF | 99.95% | 99.95% |
12.11.2024 | 5.49% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 300'680 | 300'681 | 53'271 CHF | 56'278 CHF | 100.00% | 100.00% |
11.11.2024 | 5.47% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 298'325 | 298'326 | 53'118 CHF | 56'102 CHF | 99.77% | 99.77% |
08.11.2024 | 6.45% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 348'386 | 348'385 | 52'258 CHF | 55'742 CHF | 100.00% | 100.00% |
07.11.2024 | 5.95% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 317'226 | 317'226 | 51'693 CHF | 54'865 CHF | 99.70% | 99.70% |