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 | 6.02% | 0.32 CHF | 0.34 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 56'368 CHF | 59'868 CHF | 100.00% | 100.00% |
19.11.2024 | 6.10% | 0.32 CHF | 0.34 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 55'653 CHF | 59'153 CHF | 99.89% | 99.89% |
18.11.2024 | 6.16% | 0.32 CHF | 0.34 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 55'084 CHF | 58'584 CHF | 99.90% | 99.90% |
15.11.2024 | 6.20% | 0.32 CHF | 0.34 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'746 CHF | 58'246 CHF | 100.00% | 100.00% |
14.11.2024 | 6.28% | 0.31 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 53'987 CHF | 57'487 CHF | 100.00% | 100.00% |
13.11.2024 | 6.23% | 0.31 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'426 CHF | 57'926 CHF | 100.00% | 100.00% |
12.11.2024 | 6.21% | 0.32 CHF | 0.34 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'603 CHF | 58'103 CHF | 99.69% | 99.69% |
11.11.2024 | 6.24% | 0.31 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'383 CHF | 57'883 CHF | 99.85% | 99.85% |
08.11.2024 | 6.38% | 0.31 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 53'097 CHF | 56'597 CHF | 100.00% | 100.00% |
07.11.2024 | 6.21% | 0.31 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'617 CHF | 58'117 CHF | 99.87% | 99.87% |