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 | 5.46% | 0.18 CHF | 0.19 CHF | 275'000 | 275'000 | 297'330 | 297'332 | 52'975 CHF | 55'948 CHF | 100.00% | 100.00% |
19.11.2024 | 5.00% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 263'784 | 263'787 | 51'456 CHF | 54'094 CHF | 99.19% | 99.19% |
18.11.2024 | 5.67% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 51'444 CHF | 54'444 CHF | 99.88% | 99.88% |
15.11.2024 | 5.70% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 301'418 | 301'418 | 51'381 CHF | 54'395 CHF | 100.00% | 100.00% |
14.11.2024 | 5.23% | 0.18 CHF | 0.19 CHF | 275'000 | 275'000 | 283'303 | 283'303 | 52'766 CHF | 55'600 CHF | 100.00% | 100.00% |
13.11.2024 | 4.85% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 257'716 | 257'717 | 51'901 CHF | 54'478 CHF | 100.00% | 100.00% |
12.11.2024 | 5.80% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 309'922 | 309'921 | 51'931 CHF | 55'030 CHF | 99.67% | 99.67% |
11.11.2024 | 5.74% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 301'564 | 301'564 | 51'036 CHF | 54'052 CHF | 99.85% | 99.85% |
08.11.2024 | 5.38% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 296'877 | 296'879 | 53'745 CHF | 56'715 CHF | 100.00% | 100.00% |
07.11.2024 | 5.53% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 52'797 CHF | 55'797 CHF | 99.90% | 99.90% |