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 | 6.78% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 368'353 | 368'353 | 52'522 CHF | 56'205 CHF | 99.38% | 99.38% |
19.11.2024 | 6.72% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 364'140 | 364'140 | 52'377 CHF | 56'019 CHF | 99.28% | 99.28% |
18.11.2024 | 6.69% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 362'753 | 362'753 | 52'430 CHF | 56'057 CHF | 99.23% | 99.23% |
15.11.2024 | 7.77% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 417'444 | 417'444 | 51'620 CHF | 55'794 CHF | 99.39% | 99.39% |
14.11.2024 | 6.13% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 329'475 | 329'475 | 52'083 CHF | 55'378 CHF | 99.39% | 99.39% |
13.11.2024 | 6.43% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 348'164 | 348'164 | 52'410 CHF | 55'892 CHF | 99.39% | 99.39% |
12.11.2024 | 6.97% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 380'460 | 380'460 | 52'720 CHF | 56'524 CHF | 99.07% | 99.07% |
11.11.2024 | 9.12% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 486'116 | 486'116 | 50'949 CHF | 55'810 CHF | 99.28% | 99.28% |
08.11.2024 | 8.96% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 478'559 | 478'560 | 51'103 CHF | 55'888 CHF | 99.38% | 99.38% |
07.11.2024 | 7.35% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 396'765 | 396'765 | 52'022 CHF | 55'989 CHF | 99.22% | 99.22% |