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 | 5.93% | 0.17 CHF | 0.18 CHF | 300'000 | 50'000 | 277'186 | 50'000 | 50'661 CHF | 9'717 CHF | 92.81% | 92.81% |
19.11.2024 | 6.16% | 0.17 CHF | 0.18 CHF | 300'000 | 50'000 | 303'616 | 50'000 | 51'027 CHF | 8'944 CHF | 99.53% | 99.53% |
18.11.2024 | 6.97% | 0.19 CHF | 0.20 CHF | 270'000 | 50'000 | 285'106 | 44'487 | 50'709 CHF | 8'497 CHF | 100.00% | 100.00% |
15.11.2024 | 6.88% | 0.15 CHF | 0.16 CHF | 340'000 | 50'000 | 309'778 | 50'000 | 51'019 CHF | 8'844 CHF | 92.47% | 92.47% |
14.11.2024 | 6.16% | 0.18 CHF | 0.19 CHF | 280'000 | 50'000 | 279'922 | 50'000 | 50'493 CHF | 9'597 CHF | 98.20% | 98.20% |
13.11.2024 | 6.49% | 0.17 CHF | 0.18 CHF | 300'000 | 50'000 | 286'879 | 49'700 | 50'809 CHF | 9'409 CHF | 98.35% | 98.35% |
12.11.2024 | 5.73% | 0.19 CHF | 0.21 CHF | 270'000 | 50'000 | 246'226 | 50'000 | 50'428 CHF | 10'862 CHF | 97.69% | 97.69% |
11.11.2024 | 4.90% | 0.23 CHF | 0.24 CHF | 220'000 | 50'000 | 216'912 | 50'000 | 50'538 CHF | 12'240 CHF | 100.00% | 100.00% |
08.11.2024 | 5.39% | 0.21 CHF | 0.22 CHF | 240'000 | 50'000 | 245'216 | 50'000 | 50'232 CHF | 10'818 CHF | 96.30% | 96.30% |
07.11.2024 | 5.39% | 0.19 CHF | 0.21 CHF | 270'000 | 50'000 | 240'416 | 48'588 | 50'383 CHF | 10'756 CHF | 91.03% | 91.03% |