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 | 6.70% | 0.16 CHF | 0.17 CHF | 70'000 | 70'000 | 32'638 | 32'638 | 4'887 CHF | 5'215 CHF | 99.33% | 99.33% |
19.11.2024 | 7.58% | 0.13 CHF | 0.14 CHF | 70'000 | 70'000 | 32'592 | 32'592 | 4'292 CHF | 4'620 CHF | 100.00% | 100.00% |
18.11.2024 | 7.68% | 0.14 CHF | 0.15 CHF | 70'000 | 70'000 | 32'625 | 32'625 | 4'261 CHF | 4'588 CHF | 99.77% | 99.77% |
15.11.2024 | 7.25% | 0.14 CHF | 0.15 CHF | 70'000 | 70'000 | 32'672 | 32'672 | 4'483 CHF | 4'811 CHF | 99.90% | 99.90% |
14.11.2024 | 6.76% | 0.14 CHF | 0.15 CHF | 70'000 | 70'000 | 32'682 | 32'682 | 4'696 CHF | 5'025 CHF | 98.66% | 98.66% |
13.11.2024 | 6.65% | 0.15 CHF | 0.16 CHF | 70'000 | 70'000 | 32'640 | 32'640 | 4'879 CHF | 5'207 CHF | 100.00% | 100.00% |
12.11.2024 | 6.31% | 0.15 CHF | 0.16 CHF | 70'000 | 70'000 | 32'655 | 32'655 | 5'104 CHF | 5'432 CHF | 99.88% | 99.88% |
11.11.2024 | 6.00% | 0.17 CHF | 0.18 CHF | 70'000 | 70'000 | 32'666 | 32'666 | 5'454 CHF | 5'782 CHF | 99.90% | 99.90% |
08.11.2024 | 6.09% | 0.17 CHF | 0.18 CHF | 70'000 | 70'000 | 32'758 | 32'758 | 5'400 CHF | 5'729 CHF | 99.06% | 99.06% |
07.11.2024 | 5.78% | 0.16 CHF | 0.17 CHF | 70'000 | 70'000 | 32'713 | 32'713 | 5'564 CHF | 5'892 CHF | 99.72% | 99.72% |