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 | 5.70% | 0.19 CHF | 0.20 CHF | 230'000 | 230'000 | 221'017 | 221'017 | 37'692 CHF | 39'902 CHF | 99.48% | 99.48% |
19.11.2024 | 5.31% | 0.19 CHF | 0.20 CHF | 230'000 | 230'000 | 227'605 | 227'605 | 42'009 CHF | 44'285 CHF | 99.97% | 99.97% |
18.11.2024 | 5.91% | 0.16 CHF | 0.17 CHF | 220'000 | 220'000 | 219'092 | 219'092 | 35'997 CHF | 38'188 CHF | 99.89% | 99.89% |
15.11.2024 | 5.78% | 0.17 CHF | 0.18 CHF | 220'000 | 220'000 | 219'093 | 219'093 | 36'863 CHF | 39'054 CHF | 100.00% | 100.00% |
14.11.2024 | 5.30% | 0.18 CHF | 0.19 CHF | 220'000 | 220'000 | 223'226 | 223'226 | 41'153 CHF | 43'385 CHF | 98.63% | 98.63% |
13.11.2024 | 5.57% | 0.19 CHF | 0.20 CHF | 230'000 | 230'000 | 221'160 | 221'160 | 38'851 CHF | 41'063 CHF | 100.00% | 100.00% |
12.11.2024 | 4.86% | 0.21 CHF | 0.22 CHF | 230'000 | 230'000 | 230'000 | 230'000 | 46'176 CHF | 48'476 CHF | 14.97% | 99.88% |
11.11.2024 | - | 0.14 CHF | - CHF | 220'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
08.11.2024 | 6.09% | 0.17 CHF | 0.18 CHF | 220'000 | 220'000 | 219'083 | 219'083 | 34'948 CHF | 37'139 CHF | 99.04% | 99.04% |
07.11.2024 | 6.87% | 0.14 CHF | 0.15 CHF | 220'000 | 220'000 | 219'093 | 219'093 | 31'030 CHF | 33'221 CHF | 100.00% | 100.00% |