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 | 6.54% | 0.15 CHF | 0.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 7'409 CHF | 7'909 CHF | 99.97% | 99.97% |
19.11.2024 | 6.51% | 0.15 CHF | 0.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 7'444 CHF | 7'944 CHF | 99.81% | 99.81% |
18.11.2024 | 6.38% | 0.15 CHF | 0.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 7'605 CHF | 8'105 CHF | 99.88% | 99.88% |
15.11.2024 | 6.28% | 0.16 CHF | 0.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 7'714 CHF | 8'214 CHF | 100.00% | 100.00% |
14.11.2024 | 6.66% | 0.15 CHF | 0.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 7'271 CHF | 7'771 CHF | 99.66% | 99.66% |
13.11.2024 | 7.47% | 0.13 CHF | 0.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 6'446 CHF | 6'946 CHF | 99.93% | 99.93% |
12.11.2024 | 7.08% | 0.13 CHF | 0.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 6'824 CHF | 7'324 CHF | 99.81% | 99.81% |
11.11.2024 | 6.03% | 0.16 CHF | 0.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'039 CHF | 8'539 CHF | 99.81% | 99.81% |
08.11.2024 | 6.09% | 0.16 CHF | 0.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 7'969 CHF | 8'469 CHF | 99.83% | 99.83% |
07.11.2024 | 6.82% | 0.14 CHF | 0.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 7'088 CHF | 7'588 CHF | 99.88% | 99.88% |