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 | 5.74% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 306'854 | 306'854 | 51'912 CHF | 54'981 CHF | 100.00% | 100.00% |
19.11.2024 | 5.53% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 302'038 | 302'038 | 53'108 CHF | 56'128 CHF | 99.89% | 99.89% |
18.11.2024 | 5.95% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 316'359 | 316'359 | 51'583 CHF | 54'747 CHF | 99.91% | 99.91% |
15.11.2024 | 6.55% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 355'049 | 355'049 | 52'402 CHF | 55'952 CHF | 100.00% | 100.00% |
14.11.2024 | 7.16% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 387'682 | 387'682 | 52'216 CHF | 56'093 CHF | 100.00% | 100.00% |
13.11.2024 | 6.56% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 354'759 | 354'759 | 52'339 CHF | 55'887 CHF | 100.00% | 100.00% |
12.11.2024 | 7.96% | 0.14 CHF | 0.15 CHF | 400'000 | 400'000 | 429'365 | 429'365 | 51'789 CHF | 56'083 CHF | 99.71% | 99.71% |
11.11.2024 | 8.20% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 440'010 | 440'010 | 51'466 CHF | 55'866 CHF | 99.90% | 99.90% |
08.11.2024 | 8.46% | 0.15 CHF | 0.16 CHF | 375'000 | 375'000 | 453'747 | 453'748 | 51'490 CHF | 56'028 CHF | 100.00% | 100.00% |
07.11.2024 | 7.64% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 408'006 | 403'790 | 51'416 CHF | 55'161 CHF | 84.12% | 84.12% |