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 | 6.08% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 327'412 | 327'412 | 52'221 CHF | 55'495 CHF | 100.00% | 100.00% |
19.11.2024 | 6.79% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 366'283 | 366'283 | 52'151 CHF | 55'814 CHF | 99.52% | 99.52% |
18.11.2024 | 5.28% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 289'358 | 289'358 | 53'336 CHF | 56'230 CHF | 99.94% | 99.94% |
15.11.2024 | 5.50% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'970 | 300'970 | 53'230 CHF | 56'240 CHF | 100.00% | 100.00% |
14.11.2024 | 6.67% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 363'906 | 363'906 | 52'706 CHF | 56'345 CHF | 100.00% | 100.00% |
13.11.2024 | 7.39% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 401'214 | 401'214 | 52'315 CHF | 56'327 CHF | 100.00% | 100.00% |
12.11.2024 | 6.44% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 346'453 | 346'453 | 52'086 CHF | 55'551 CHF | 99.98% | 99.98% |
11.11.2024 | 5.75% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 308'489 | 308'489 | 52'104 CHF | 55'188 CHF | 100.00% | 100.00% |
08.11.2024 | 6.59% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 356'669 | 356'669 | 52'312 CHF | 55'879 CHF | 98.94% | 98.94% |
07.11.2024 | 5.23% | 0.17 CHF | 0.18 CHF | 275'000 | 275'000 | 282'536 | 282'536 | 52'611 CHF | 55'436 CHF | 85.84% | 85.84% |