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 | 6.65% | 0.14 CHF | 0.15 CHF | 320'000 | 320'000 | 309'917 | 309'917 | 45'963 CHF | 49'065 CHF | 100.00% | 100.00% |
19.11.2024 | 7.21% | 0.15 CHF | 0.16 CHF | 300'000 | 300'000 | 296'229 | 296'229 | 40'438 CHF | 43'403 CHF | 100.00% | 100.00% |
18.11.2024 | 5.90% | 0.17 CHF | 0.18 CHF | 280'000 | 280'000 | 277'188 | 277'188 | 46'595 CHF | 49'370 CHF | 100.00% | 100.00% |
15.11.2024 | 5.81% | 0.17 CHF | 0.18 CHF | 310'000 | 310'000 | 307'835 | 307'835 | 52'594 CHF | 55'676 CHF | 99.89% | 99.89% |
14.11.2024 | 6.92% | 0.15 CHF | 0.16 CHF | 340'000 | 340'000 | 336'554 | 336'554 | 47'893 CHF | 51'262 CHF | 99.13% | 99.13% |
13.11.2024 | 6.61% | 0.14 CHF | 0.15 CHF | 340'000 | 340'000 | 326'062 | 326'062 | 48'712 CHF | 51'977 CHF | 100.00% | 100.00% |
12.11.2024 | 5.90% | 0.14 CHF | 0.15 CHF | 290'000 | 290'000 | 269'738 | 269'738 | 45'298 CHF | 47'998 CHF | 100.00% | 100.00% |
11.11.2024 | 4.23% | 0.22 CHF | 0.23 CHF | 280'000 | 280'000 | 277'183 | 277'183 | 65'429 CHF | 68'204 CHF | 100.00% | 100.00% |
08.11.2024 | 4.90% | 0.19 CHF | 0.20 CHF | 260'000 | 260'000 | 257'328 | 257'328 | 52'512 CHF | 55'088 CHF | 98.77% | 98.77% |
07.11.2024 | 3.66% | 0.30 CHF | 0.31 CHF | 280'000 | 280'000 | 277'165 | 277'165 | 76'243 CHF | 79'018 CHF | 99.93% | 99.93% |