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 | 5.61% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 52'014 CHF | 55'014 CHF | 99.37% | 99.37% |
19.11.2024 | 5.89% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 313'924 | 313'924 | 51'709 CHF | 54'848 CHF | 99.25% | 99.25% |
18.11.2024 | 5.61% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 52'017 CHF | 55'017 CHF | 99.25% | 99.25% |
15.11.2024 | 5.45% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 53'592 CHF | 56'592 CHF | 99.39% | 99.39% |
14.11.2024 | 5.82% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 307'612 | 307'612 | 51'305 CHF | 54'381 CHF | 99.38% | 99.38% |
13.11.2024 | 5.38% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 294'273 | 294'273 | 53'241 CHF | 56'184 CHF | 99.36% | 99.36% |
12.11.2024 | 5.46% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 53'428 CHF | 56'428 CHF | 99.03% | 99.03% |
11.11.2024 | 5.39% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 293'183 | 293'183 | 52'973 CHF | 55'905 CHF | 99.26% | 99.26% |
08.11.2024 | 5.98% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 318'946 | 318'946 | 51'713 CHF | 54'903 CHF | 99.39% | 99.39% |
07.11.2024 | 6.20% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 334'967 | 334'967 | 52'331 CHF | 55'681 CHF | 99.27% | 99.27% |