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 | 6.85% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 372'421 | 372'421 | 52'485 CHF | 56'209 CHF | 100.00% | 100.00% |
19.11.2024 | 7.46% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 402'315 | 402'315 | 51'907 CHF | 55'930 CHF | 99.91% | 99.91% |
18.11.2024 | 7.15% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 387'249 | 387'249 | 52'260 CHF | 56'132 CHF | 99.91% | 99.91% |
15.11.2024 | 6.89% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 374'998 | 374'998 | 52'534 CHF | 56'284 CHF | 100.00% | 100.00% |
14.11.2024 | 6.42% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 347'174 | 347'173 | 52'373 CHF | 55'844 CHF | 100.00% | 100.00% |
13.11.2024 | 6.51% | 0.15 CHF | 0.16 CHF | 375'000 | 375'000 | 352'785 | 352'785 | 52'445 CHF | 55'973 CHF | 100.00% | 100.00% |
12.11.2024 | 5.17% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 272'158 | 272'158 | 51'230 CHF | 53'952 CHF | 99.71% | 99.71% |
11.11.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'071 | 250'071 | 50'037 CHF | 52'538 CHF | 99.90% | 99.90% |
08.11.2024 | 5.46% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 297'255 | 297'254 | 53'003 CHF | 55'975 CHF | 100.00% | 100.00% |
07.11.2024 | 5.05% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 265'055 | 265'055 | 51'118 CHF | 53'769 CHF | 99.88% | 99.88% |