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 | 6.90% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 374'480 | 374'480 | 52'411 CHF | 56'156 CHF | 99.38% | 99.38% |
19.11.2024 | 6.67% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 361'351 | 361'351 | 52'349 CHF | 55'963 CHF | 99.28% | 99.28% |
18.11.2024 | 6.27% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 338'468 | 338'468 | 52'300 CHF | 55'685 CHF | 99.28% | 99.28% |
15.11.2024 | 6.09% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 326'702 | 326'702 | 52'009 CHF | 55'276 CHF | 99.39% | 99.39% |
14.11.2024 | 6.42% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 348'149 | 348'149 | 52'452 CHF | 55'934 CHF | 99.39% | 99.39% |
13.11.2024 | 6.17% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 331'983 | 331'983 | 52'148 CHF | 55'468 CHF | 99.39% | 99.39% |
12.11.2024 | 5.83% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 307'630 | 307'629 | 51'215 CHF | 54'292 CHF | 99.09% | 99.09% |
11.11.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 53'946 CHF | 56'946 CHF | 99.26% | 99.26% |
08.11.2024 | 5.49% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 53'176 CHF | 56'176 CHF | 99.39% | 99.39% |
07.11.2024 | 5.51% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'629 | 300'629 | 53'089 CHF | 56'095 CHF | 99.28% | 99.28% |