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 | 5.73% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 304'098 | 304'098 | 51'591 CHF | 54'632 CHF | 100.00% | 100.00% |
19.11.2024 | 5.00% | 0.18 CHF | 0.19 CHF | 275'000 | 275'000 | 264'211 | 264'211 | 51'458 CHF | 54'101 CHF | 99.90% | 99.90% |
18.11.2024 | 5.32% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 290'613 | 290'613 | 53'123 CHF | 56'029 CHF | 99.90% | 99.90% |
15.11.2024 | 6.17% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 331'708 | 331'708 | 52'077 CHF | 55'394 CHF | 100.00% | 100.00% |
14.11.2024 | 5.48% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 293'168 | 293'168 | 51'985 CHF | 54'916 CHF | 100.00% | 100.00% |
13.11.2024 | 4.86% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 259'937 | 259'937 | 52'194 CHF | 54'793 CHF | 100.00% | 100.00% |
12.11.2024 | 5.44% | 0.20 CHF | 0.21 CHF | 275'000 | 275'000 | 296'056 | 296'056 | 52'967 CHF | 55'928 CHF | 99.62% | 99.62% |
11.11.2024 | 7.00% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 378'647 | 378'647 | 52'224 CHF | 56'010 CHF | 99.87% | 99.87% |
08.11.2024 | 6.46% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 349'495 | 349'495 | 52'389 CHF | 55'884 CHF | 100.00% | 100.00% |
07.11.2024 | 6.31% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 341'679 | 341'673 | 52'429 CHF | 55'845 CHF | 99.90% | 99.90% |