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 | 5.70% | 0.16 CHF | 0.17 CHF | 320'000 | 75'000 | 298'609 | 75'000 | 50'829 CHF | 13'573 CHF | 100.00% | 100.00% |
19.11.2024 | 5.78% | 0.16 CHF | 0.17 CHF | 320'000 | 75'000 | 303'912 | 75'000 | 51'029 CHF | 13'388 CHF | 99.92% | 99.92% |
18.11.2024 | 5.89% | 0.18 CHF | 0.19 CHF | 280'000 | 75'000 | 281'893 | 71'308 | 50'626 CHF | 13'566 CHF | 91.45% | 91.45% |
15.11.2024 | 4.78% | 0.19 CHF | 0.20 CHF | 270'000 | 75'000 | 246'619 | 75'000 | 50'326 CHF | 16'072 CHF | 100.00% | 100.00% |
14.11.2024 | 5.03% | 0.21 CHF | 0.22 CHF | 240'000 | 75'000 | 260'625 | 75'000 | 50'508 CHF | 15'345 CHF | 96.08% | 96.08% |
13.11.2024 | 5.68% | 0.17 CHF | 0.18 CHF | 300'000 | 75'000 | 296'666 | 74'351 | 50'848 CHF | 13'503 CHF | 84.33% | 84.33% |
12.11.2024 | 4.81% | 0.18 CHF | 0.19 CHF | 280'000 | 75'000 | 248'064 | 75'000 | 50'362 CHF | 16'012 CHF | 88.09% | 88.09% |
11.11.2024 | 5.22% | 0.19 CHF | 0.20 CHF | 270'000 | 75'000 | 243'402 | 72'496 | 47'643 CHF | 14'950 CHF | 74.49% | 74.49% |
08.11.2024 | 5.70% | 0.17 CHF | 0.18 CHF | 300'000 | 75'000 | 298'537 | 75'000 | 50'899 CHF | 13'555 CHF | 99.37% | 99.37% |
07.11.2024 | 5.40% | 0.18 CHF | 0.19 CHF | 280'000 | 75'000 | 274'466 | 73'698 | 50'916 CHF | 14'468 CHF | 98.73% | 98.73% |