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 | 5.53% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 298'512 | 298'512 | 52'563 CHF | 55'548 CHF | 100.00% | 100.00% |
19.11.2024 | 5.51% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 297'814 | 297'812 | 52'549 CHF | 55'527 CHF | 96.70% | 96.70% |
18.11.2024 | 5.06% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 268'391 | 268'391 | 51'679 CHF | 54'363 CHF | 99.90% | 99.90% |
15.11.2024 | 5.04% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 265'593 | 265'593 | 51'387 CHF | 54'043 CHF | 100.00% | 100.00% |
14.11.2024 | 5.21% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 281'274 | 281'274 | 52'523 CHF | 55'336 CHF | 100.00% | 100.00% |
13.11.2024 | 5.78% | 0.17 CHF | 0.18 CHF | 325'000 | 325'000 | 306'169 | 306'169 | 51'429 CHF | 54'491 CHF | 100.00% | 100.00% |
12.11.2024 | 5.37% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 292'127 | 292'127 | 52'996 CHF | 55'917 CHF | 99.67% | 99.67% |
11.11.2024 | 5.42% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 294'784 | 294'784 | 52'985 CHF | 55'932 CHF | 99.89% | 99.89% |
08.11.2024 | 5.59% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'511 | 300'511 | 52'302 CHF | 55'308 CHF | 100.00% | 100.00% |
07.11.2024 | 5.83% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 309'555 | 309'555 | 51'521 CHF | 54'616 CHF | 99.91% | 99.91% |