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 | 5.44% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'325 | 300'325 | 53'733 CHF | 56'736 CHF | 99.81% | 99.81% |
19.11.2024 | 6.38% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 344'746 | 344'746 | 52'288 CHF | 55'736 CHF | 99.71% | 99.71% |
18.11.2024 | 6.07% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 325'728 | 325'728 | 51'994 CHF | 55'251 CHF | 99.70% | 99.70% |
15.11.2024 | 5.80% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 307'976 | 307'975 | 51'591 CHF | 54'670 CHF | 99.80% | 99.80% |
14.11.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 53'976 CHF | 56'976 CHF | 99.80% | 99.80% |
13.11.2024 | 5.50% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 53'067 CHF | 56'067 CHF | 99.80% | 99.80% |
12.11.2024 | 5.85% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 310'178 | 310'178 | 51'457 CHF | 54'559 CHF | 99.50% | 99.50% |
11.11.2024 | 5.85% | 0.17 CHF | 0.18 CHF | 325'000 | 325'000 | 310'764 | 310'764 | 51'579 CHF | 54'687 CHF | 99.70% | 99.70% |
08.11.2024 | 5.89% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 312'486 | 312'486 | 51'511 CHF | 54'636 CHF | 99.81% | 99.81% |
07.11.2024 | 5.20% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 281'446 | 281'446 | 52'711 CHF | 55'526 CHF | 95.68% | 95.68% |