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 | 6.55% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 526'000 | 175'333 | 77'485 CHF | 27'582 CHF | 99.38% | 99.38% |
19.11.2024 | 6.95% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 83'490 CHF | 29'830 CHF | 99.38% | 99.38% |
18.11.2024 | 6.76% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 570'168 | 190'056 | 81'370 CHF | 29'024 CHF | 99.38% | 99.38% |
15.11.2024 | 6.34% | 0.16 CHF | 0.17 CHF | 450'000 | 150'000 | 467'345 | 155'782 | 71'393 CHF | 25'356 CHF | 99.36% | 99.36% |
14.11.2024 | 5.97% | 0.16 CHF | 0.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 73'185 CHF | 25'895 CHF | 99.38% | 99.38% |
13.11.2024 | 6.48% | 0.15 CHF | 0.16 CHF | 450'000 | 150'000 | 495'926 | 165'309 | 73'844 CHF | 26'268 CHF | 99.37% | 99.37% |
12.11.2024 | 5.70% | 0.16 CHF | 0.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 76'792 CHF | 27'097 CHF | 99.14% | 99.14% |
11.11.2024 | 5.32% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 82'306 CHF | 28'935 CHF | 99.37% | 99.37% |
08.11.2024 | 6.11% | 0.16 CHF | 0.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 71'376 CHF | 25'292 CHF | 99.37% | 99.37% |
07.11.2024 | 6.07% | 0.16 CHF | 0.17 CHF | 450'000 | 150'000 | 450'264 | 150'088 | 71'953 CHF | 25'485 CHF | 98.58% | 98.58% |