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 | 6.31% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 339'768 | 339'768 | 52'176 CHF | 55'574 CHF | 99.38% | 99.38% |
19.11.2024 | 6.06% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 323'464 | 323'465 | 51'793 CHF | 55'028 CHF | 98.37% | 98.37% |
18.11.2024 | 6.34% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 343'276 | 343'276 | 52'424 CHF | 55'857 CHF | 99.30% | 99.30% |
15.11.2024 | 6.89% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 374'733 | 374'733 | 52'532 CHF | 56'279 CHF | 99.39% | 99.39% |
14.11.2024 | 6.76% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 367'278 | 367'278 | 52'471 CHF | 56'143 CHF | 99.35% | 99.35% |
13.11.2024 | 6.78% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 368'003 | 368'003 | 52'478 CHF | 56'158 CHF | 99.37% | 99.37% |
12.11.2024 | 7.18% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 390'907 | 390'907 | 52'535 CHF | 56'444 CHF | 99.05% | 99.05% |
11.11.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 423'261 | 423'261 | 50'801 CHF | 55'033 CHF | 99.28% | 99.28% |
08.11.2024 | 7.23% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 390'896 | 390'896 | 52'083 CHF | 55'992 CHF | 99.38% | 99.38% |
07.11.2024 | 6.28% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 337'638 | 337'636 | 52'083 CHF | 55'459 CHF | 99.25% | 99.25% |