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 | 6.73% | 0.12 CHF | 0.13 CHF | 420'000 | 200'000 | 353'521 | 200'000 | 50'715 CHF | 31'196 CHF | 99.53% | 99.53% |
19.11.2024 | 6.76% | 0.16 CHF | 0.17 CHF | 330'000 | 200'000 | 354'475 | 200'000 | 50'696 CHF | 30'763 CHF | 99.55% | 99.55% |
18.11.2024 | 5.77% | 0.17 CHF | 0.18 CHF | 290'000 | 200'000 | 301'806 | 200'000 | 50'826 CHF | 35'733 CHF | 81.56% | 81.56% |
15.11.2024 | 7.38% | 0.13 CHF | 0.14 CHF | 400'000 | 200'000 | 388'511 | 200'000 | 50'694 CHF | 28'116 CHF | 98.93% | 98.93% |
14.11.2024 | 7.01% | 0.15 CHF | 0.16 CHF | 340'000 | 200'000 | 368'520 | 200'000 | 50'726 CHF | 29'576 CHF | 99.53% | 99.53% |
13.11.2024 | 7.30% | 0.12 CHF | 0.13 CHF | 410'000 | 200'000 | 383'586 | 200'000 | 50'658 CHF | 28'522 CHF | 97.46% | 97.46% |
12.11.2024 | 6.27% | 0.13 CHF | 0.14 CHF | 400'000 | 200'000 | 328'833 | 200'000 | 50'799 CHF | 33'013 CHF | 99.06% | 99.06% |
11.11.2024 | 5.58% | 0.18 CHF | 0.19 CHF | 280'000 | 200'000 | 292'268 | 200'000 | 50'911 CHF | 36'888 CHF | 99.52% | 99.52% |
08.11.2024 | 6.04% | 0.15 CHF | 0.16 CHF | 330'000 | 200'000 | 316'686 | 200'000 | 50'819 CHF | 34'189 CHF | 99.52% | 99.52% |
07.11.2024 | 4.87% | 0.19 CHF | 0.20 CHF | 270'000 | 200'000 | 254'583 | 200'000 | 50'971 CHF | 42'131 CHF | 99.47% | 99.47% |