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 | 6.14% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 329'764 | 329'764 | 52'082 CHF | 55'379 CHF | 99.10% | 99.10% |
19.11.2024 | 6.17% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 333'337 | 333'330 | 52'405 CHF | 55'737 CHF | 97.85% | 97.85% |
18.11.2024 | 6.34% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 342'680 | 342'680 | 52'360 CHF | 55'786 CHF | 99.11% | 99.11% |
15.11.2024 | 6.72% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 363'177 | 363'176 | 52'213 CHF | 55'845 CHF | 99.48% | 99.48% |
14.11.2024 | 6.35% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 343'275 | 343'274 | 52'316 CHF | 55'749 CHF | 99.17% | 99.17% |
13.11.2024 | 6.19% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 297'820 | 297'820 | 46'481 CHF | 49'459 CHF | 98.77% | 98.77% |
12.11.2024 | 6.27% | 0.16 CHF | 0.17 CHF | 163'000 | 163'000 | 169'106 | 169'107 | 26'122 CHF | 27'814 CHF | 98.43% | 98.43% |
11.11.2024 | 6.42% | 0.16 CHF | 0.17 CHF | 150'000 | 150'000 | 172'772 | 172'772 | 26'051 CHF | 27'778 CHF | 98.94% | 98.94% |
08.11.2024 | 7.24% | 0.15 CHF | 0.16 CHF | 175'000 | 175'000 | 195'838 | 195'838 | 26'074 CHF | 28'033 CHF | 99.32% | 99.32% |
07.11.2024 | 6.92% | 0.13 CHF | 0.14 CHF | 200'000 | 200'000 | 188'510 | 188'510 | 26'289 CHF | 28'174 CHF | 99.17% | 99.17% |