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 | 6.15% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 330'867 | 330'867 | 52'162 CHF | 55'471 CHF | 99.37% | 99.37% |
19.11.2024 | 6.50% | 0.17 CHF | 0.18 CHF | 325'000 | 325'000 | 352'382 | 352'382 | 52'496 CHF | 56'020 CHF | 99.28% | 99.28% |
18.11.2024 | 5.91% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 317'421 | 317'421 | 52'121 CHF | 55'295 CHF | 99.26% | 99.26% |
15.11.2024 | 4.60% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 53'174 CHF | 55'674 CHF | 99.39% | 99.39% |
14.11.2024 | 4.97% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 266'774 | 266'774 | 52'327 CHF | 54'995 CHF | 99.35% | 99.35% |
13.11.2024 | 4.99% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 267'894 | 267'894 | 52'313 CHF | 54'992 CHF | 99.39% | 99.39% |
12.11.2024 | 4.53% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 247'335 | 247'335 | 53'367 CHF | 55'840 CHF | 99.07% | 99.07% |
11.11.2024 | 3.71% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 52'882 CHF | 54'882 CHF | 99.27% | 99.27% |
08.11.2024 | 3.99% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 212'927 | 212'927 | 52'227 CHF | 54'357 CHF | 99.38% | 99.38% |
07.11.2024 | 4.99% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 269'617 | 269'617 | 52'634 CHF | 55'331 CHF | 99.24% | 99.24% |