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 | 6.21% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 335'019 | 335'018 | 52'234 CHF | 55'585 CHF | 100.00% | 100.00% |
19.11.2024 | 7.37% | 0.15 CHF | 0.16 CHF | 375'000 | 375'000 | 398'436 | 398'436 | 52'154 CHF | 56'138 CHF | 99.89% | 99.89% |
18.11.2024 | 6.94% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 376'925 | 376'925 | 52'444 CHF | 56'214 CHF | 99.92% | 99.92% |
15.11.2024 | 6.07% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 326'878 | 326'878 | 52'206 CHF | 55'475 CHF | 100.00% | 100.00% |
14.11.2024 | 6.67% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 359'034 | 359'034 | 52'018 CHF | 55'608 CHF | 100.00% | 100.00% |
13.11.2024 | 7.23% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 390'332 | 390'332 | 52'041 CHF | 55'945 CHF | 100.00% | 100.00% |
12.11.2024 | 6.33% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 342'330 | 342'330 | 52'378 CHF | 55'801 CHF | 99.66% | 99.66% |
11.11.2024 | 4.96% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 260'974 | 260'974 | 51'336 CHF | 53'946 CHF | 99.91% | 99.91% |
08.11.2024 | 5.09% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 272'285 | 272'285 | 52'058 CHF | 54'781 CHF | 100.00% | 100.00% |
07.11.2024 | 5.04% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 264'842 | 264'842 | 51'238 CHF | 53'887 CHF | 99.91% | 99.91% |