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 | 6.62% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 360'954 | 360'955 | 52'735 CHF | 56'344 CHF | 99.39% | 99.39% |
19.11.2024 | 7.31% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 394'547 | 394'547 | 52'044 CHF | 55'989 CHF | 99.30% | 99.30% |
18.11.2024 | 6.74% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 366'355 | 366'355 | 52'515 CHF | 56'178 CHF | 99.26% | 99.26% |
15.11.2024 | 6.47% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 351'479 | 351'479 | 52'554 CHF | 56'069 CHF | 99.39% | 99.39% |
14.11.2024 | 7.25% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 391'693 | 391'693 | 52'100 CHF | 56'017 CHF | 99.35% | 99.35% |
13.11.2024 | 6.36% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 343'916 | 343'916 | 52'345 CHF | 55'784 CHF | 99.38% | 99.38% |
12.11.2024 | 6.51% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 351'004 | 351'004 | 52'214 CHF | 55'724 CHF | 99.03% | 99.03% |
11.11.2024 | 6.28% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 339'254 | 339'254 | 52'292 CHF | 55'684 CHF | 99.22% | 99.22% |
08.11.2024 | 7.36% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 397'872 | 397'872 | 52'112 CHF | 56'091 CHF | 99.39% | 99.39% |
07.11.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 427'894 | 427'894 | 51'347 CHF | 55'626 CHF | 99.27% | 99.27% |