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 | 8.70% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 466'411 | 466'411 | 51'277 CHF | 55'941 CHF | 99.37% | 99.37% |
20.11.2024 | 6.07% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 325'670 | 325'670 | 52'022 CHF | 55'278 CHF | 99.38% | 99.38% |
19.11.2024 | 6.06% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 324'516 | 324'516 | 51'910 CHF | 55'155 CHF | 99.26% | 99.26% |
18.11.2024 | 5.50% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 53'037 CHF | 56'037 CHF | 99.30% | 99.30% |
15.11.2024 | 5.64% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 51'679 CHF | 54'679 CHF | 99.37% | 99.37% |
14.11.2024 | 5.67% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'467 | 300'467 | 51'462 CHF | 54'466 CHF | 99.35% | 99.35% |
13.11.2024 | 5.78% | 0.17 CHF | 0.18 CHF | 325'000 | 325'000 | 306'037 | 306'037 | 51'414 CHF | 54'475 CHF | 99.36% | 99.36% |
12.11.2024 | 5.71% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 304'133 | 304'133 | 51'720 CHF | 54'761 CHF | 99.09% | 99.09% |
11.11.2024 | 5.22% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 284'061 | 284'061 | 52'941 CHF | 55'781 CHF | 99.24% | 99.24% |
08.11.2024 | 6.19% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 332'332 | 332'331 | 52'040 CHF | 55'363 CHF | 99.38% | 99.38% |