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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 6.25% | 0.49 CHF | 0.52 CHF | 93'581 | 25'000 | 93'924 | 25'000 | 43'729 CHF | 12'391 CHF | 100.00% | 100.00% |
20.11.2024 | 6.34% | 0.47 CHF | 0.49 CHF | 93'456 | 25'000 | 94'260 | 25'000 | 41'434 CHF | 11'709 CHF | 100.00% | 100.00% |
19.11.2024 | 6.48% | 0.41 CHF | 0.44 CHF | 94'869 | 25'000 | 95'159 | 25'000 | 38'635 CHF | 10'830 CHF | 100.00% | 100.00% |
18.11.2024 | 6.42% | 0.42 CHF | 0.44 CHF | 95'140 | 25'000 | 95'410 | 25'000 | 39'344 CHF | 10'993 CHF | 99.63% | 99.63% |
15.11.2024 | 6.48% | 0.42 CHF | 0.45 CHF | 95'313 | 25'000 | 95'227 | 25'000 | 40'048 CHF | 11'218 CHF | 100.00% | 100.00% |
14.11.2024 | 6.76% | 0.43 CHF | 0.46 CHF | 94'941 | 25'000 | 95'239 | 25'000 | 40'328 CHF | 11'327 CHF | 99.44% | 99.44% |
13.11.2024 | 6.35% | 0.42 CHF | 0.45 CHF | 94'851 | 25'000 | 94'731 | 24'964 | 39'776 CHF | 11'171 CHF | 98.88% | 98.88% |
12.11.2024 | 6.45% | 0.40 CHF | 0.43 CHF | 95'351 | 25'000 | 94'616 | 25'000 | 39'852 CHF | 11'232 CHF | 100.00% | 100.00% |
11.11.2024 | 5.92% | 0.45 CHF | 0.48 CHF | 93'480 | 25'000 | 93'329 | 25'000 | 42'158 CHF | 11'982 CHF | 100.00% | 100.00% |
08.11.2024 | 5.76% | 0.44 CHF | 0.47 CHF | 93'154 | 25'000 | 92'895 | 25'000 | 41'298 CHF | 11'773 CHF | 100.00% | 100.00% |