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 | 6.12% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 327'618 | 327'618 | 51'911 CHF | 55'188 CHF | 99.10% | 99.10% |
19.11.2024 | 5.92% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 314'847 | 314'847 | 51'605 CHF | 54'754 CHF | 98.70% | 98.70% |
18.11.2024 | 6.00% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 319'970 | 319'970 | 51'686 CHF | 54'886 CHF | 99.38% | 99.38% |
15.11.2024 | 6.35% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 344'228 | 344'227 | 52'516 CHF | 55'958 CHF | 99.39% | 99.39% |
14.11.2024 | 7.76% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 410'232 | 410'233 | 50'859 CHF | 54'962 CHF | 99.27% | 99.27% |
13.11.2024 | 7.61% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 362'795 | 362'795 | 45'751 CHF | 49'379 CHF | 99.39% | 99.39% |
12.11.2024 | 7.41% | 0.12 CHF | 0.13 CHF | 213'000 | 213'000 | 199'854 | 199'852 | 25'992 CHF | 27'991 CHF | 98.97% | 98.97% |
11.11.2024 | 6.17% | 0.14 CHF | 0.15 CHF | 200'000 | 200'000 | 165'928 | 165'928 | 26'025 CHF | 27'684 CHF | 99.32% | 99.32% |
08.11.2024 | 4.59% | 0.19 CHF | 0.20 CHF | 138'000 | 138'000 | 126'033 | 126'033 | 26'856 CHF | 28'116 CHF | 99.33% | 99.33% |
07.11.2024 | 4.29% | 0.21 CHF | 0.22 CHF | 125'000 | 125'000 | 115'384 | 115'384 | 26'291 CHF | 27'445 CHF | 99.32% | 99.32% |