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 | 5.88% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 311'490 | 311'490 | 51'448 CHF | 54'563 CHF | 100.00% | 100.00% |
19.11.2024 | 6.15% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 330'460 | 330'460 | 52'100 CHF | 55'405 CHF | 99.89% | 99.89% |
18.11.2024 | 6.41% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 346'871 | 346'871 | 52'393 CHF | 55'862 CHF | 99.85% | 99.85% |
15.11.2024 | 6.45% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 52'559 CHF | 56'059 CHF | 100.00% | 100.00% |
14.11.2024 | 6.55% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 355'729 | 355'729 | 52'524 CHF | 56'081 CHF | 99.97% | 99.97% |
13.11.2024 | 6.35% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 343'683 | 343'683 | 52'432 CHF | 55'869 CHF | 100.00% | 100.00% |
12.11.2024 | 6.90% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 52'500 CHF | 56'250 CHF | 99.68% | 99.68% |
11.11.2024 | 7.23% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 391'708 | 391'708 | 52'256 CHF | 56'173 CHF | 99.83% | 99.83% |
08.11.2024 | 6.88% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 374'437 | 374'437 | 52'520 CHF | 56'264 CHF | 100.00% | 100.00% |
07.11.2024 | 7.10% | 0.14 CHF | 0.15 CHF | 400'000 | 400'000 | 385'075 | 385'074 | 52'321 CHF | 56'172 CHF | 99.91% | 99.91% |