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 | 5.53% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 299'726 | 299'726 | 52'772 CHF | 55'769 CHF | 99.97% | 99.97% |
19.11.2024 | 5.24% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 284'199 | 284'199 | 52'818 CHF | 55'660 CHF | 99.75% | 99.75% |
18.11.2024 | 5.56% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 297'616 | 297'615 | 52'067 CHF | 55'043 CHF | 99.88% | 99.88% |
15.11.2024 | 5.51% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 299'751 | 299'751 | 52'913 CHF | 55'910 CHF | 100.00% | 100.00% |
14.11.2024 | 5.33% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 287'906 | 287'906 | 52'589 CHF | 55'468 CHF | 99.63% | 99.63% |
13.11.2024 | 4.96% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 259'808 | 259'808 | 51'112 CHF | 53'710 CHF | 99.96% | 99.96% |
12.11.2024 | 4.75% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 252'632 | 252'632 | 51'939 CHF | 54'465 CHF | 99.75% | 99.75% |
11.11.2024 | 5.56% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 299'782 | 299'782 | 52'400 CHF | 55'398 CHF | 99.80% | 99.80% |
08.11.2024 | 5.50% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 299'481 | 299'482 | 52'951 CHF | 55'947 CHF | 99.81% | 99.81% |
07.11.2024 | 5.40% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 298'004 | 298'003 | 53'664 CHF | 56'643 CHF | 99.89% | 99.89% |