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 | 5.44% | 0.16 CHF | 0.17 CHF | 610'000 | 610'000 | 610'000 | 610'000 | 109'226 CHF | 115'326 CHF | 99.42% | 99.42% |
19.11.2024 | 5.06% | 0.20 CHF | 0.21 CHF | 610'000 | 610'000 | 610'000 | 610'000 | 117'792 CHF | 123'892 CHF | 100.00% | 100.00% |
18.11.2024 | 5.30% | 0.19 CHF | 0.20 CHF | 670'000 | 670'000 | 670'000 | 670'000 | 123'245 CHF | 129'945 CHF | 99.26% | 99.26% |
15.11.2024 | 5.15% | 0.18 CHF | 0.19 CHF | 680'000 | 680'000 | 680'000 | 680'000 | 129'166 CHF | 135'966 CHF | 98.67% | 98.67% |
14.11.2024 | 5.53% | 0.20 CHF | 0.21 CHF | 640'000 | 640'000 | 640'000 | 640'000 | 112'897 CHF | 119'297 CHF | 100.00% | 100.00% |
13.11.2024 | 4.35% | 0.19 CHF | 0.20 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 135'326 CHF | 141'326 CHF | 99.08% | 99.08% |
12.11.2024 | 4.18% | 0.23 CHF | 0.24 CHF | 580'000 | 580'000 | 580'000 | 580'000 | 135'796 CHF | 141'596 CHF | 99.78% | 99.78% |
11.11.2024 | 3.73% | 0.26 CHF | 0.27 CHF | 550'000 | 550'000 | 550'000 | 550'000 | 145'012 CHF | 150'512 CHF | 100.00% | 100.00% |
08.11.2024 | 2.88% | 0.32 CHF | 0.33 CHF | 530'000 | 530'000 | 530'000 | 530'000 | 181'791 CHF | 187'091 CHF | 100.00% | 100.00% |
07.11.2024 | 2.80% | 0.37 CHF | 0.38 CHF | 560'000 | 560'000 | 560'000 | 560'000 | 197'415 CHF | 203'015 CHF | 100.00% | 100.00% |