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 | 6.00% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 320'437 | 320'438 | 51'836 CHF | 55'040 CHF | 99.38% | 99.38% |
19.11.2024 | 5.86% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 309'359 | 309'359 | 51'239 CHF | 54'333 CHF | 99.28% | 99.28% |
18.11.2024 | 6.45% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 52'500 CHF | 56'000 CHF | 99.29% | 99.29% |
15.11.2024 | 6.31% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 341'911 | 341'911 | 52'523 CHF | 55'942 CHF | 99.38% | 99.38% |
14.11.2024 | 5.13% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 275'532 | 275'532 | 52'293 CHF | 55'048 CHF | 99.35% | 99.35% |
13.11.2024 | 5.14% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 276'044 | 276'044 | 52'363 CHF | 55'124 CHF | 99.38% | 99.38% |
12.11.2024 | 5.28% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 289'257 | 289'257 | 53'280 CHF | 56'173 CHF | 99.09% | 99.09% |
11.11.2024 | 5.38% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 290'172 | 290'172 | 52'499 CHF | 55'400 CHF | 91.11% | 91.11% |
08.11.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 50'013 CHF | 52'513 CHF | 99.39% | 99.39% |
07.11.2024 | 4.83% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 50'565 CHF | 53'065 CHF | 99.25% | 99.25% |