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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 7.44% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 400'893 | 400'893 | 51'916 CHF | 55'925 CHF | 99.39% | 99.39% |
20.11.2024 | 5.75% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 303'547 | 303'547 | 51'251 CHF | 54'287 CHF | 99.38% | 99.38% |
19.11.2024 | 5.75% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 303'162 | 303'162 | 51'185 CHF | 54'217 CHF | 98.86% | 98.86% |
18.11.2024 | 5.33% | 0.18 CHF | 0.19 CHF | 275'000 | 275'000 | 292'391 | 292'392 | 53'420 CHF | 56'344 CHF | 99.27% | 99.27% |
15.11.2024 | 5.45% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 53'546 CHF | 56'546 CHF | 99.37% | 99.37% |
14.11.2024 | 5.45% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 53'544 CHF | 56'544 CHF | 99.35% | 99.35% |
13.11.2024 | 5.61% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 52'010 CHF | 55'010 CHF | 99.36% | 99.36% |
12.11.2024 | 5.58% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 299'799 | 299'799 | 52'261 CHF | 55'259 CHF | 99.08% | 99.08% |
11.11.2024 | 5.16% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 277'745 | 277'745 | 52'417 CHF | 55'195 CHF | 99.24% | 99.24% |
08.11.2024 | 5.90% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 313'328 | 313'328 | 51'509 CHF | 54'643 CHF | 99.38% | 99.38% |