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 | 5.63% | 0.17 CHF | 0.18 CHF | 220'000 | 220'000 | 214'266 | 214'266 | 37'038 CHF | 39'180 CHF | 100.00% | 100.00% |
19.11.2024 | 5.78% | 0.17 CHF | 0.18 CHF | 220'000 | 220'000 | 214'263 | 214'263 | 36'024 CHF | 38'167 CHF | 100.00% | 100.00% |
18.11.2024 | 6.03% | 0.16 CHF | 0.17 CHF | 220'000 | 220'000 | 214'272 | 214'272 | 34'484 CHF | 36'627 CHF | 100.00% | 100.00% |
15.11.2024 | 6.57% | 0.15 CHF | 0.16 CHF | 230'000 | 230'000 | 219'777 | 219'777 | 32'374 CHF | 34'572 CHF | 100.00% | 100.00% |
14.11.2024 | 7.19% | 0.14 CHF | 0.15 CHF | 230'000 | 230'000 | 223'968 | 223'968 | 30'070 CHF | 32'310 CHF | 99.36% | 99.36% |
13.11.2024 | 6.76% | 0.14 CHF | 0.15 CHF | 230'000 | 230'000 | 223'065 | 223'065 | 31'898 CHF | 34'129 CHF | 100.00% | 100.00% |
12.11.2024 | 6.76% | 0.14 CHF | 0.15 CHF | 230'000 | 230'000 | 226'010 | 226'010 | 32'295 CHF | 34'555 CHF | 68.32% | 100.00% |
11.11.2024 | 5.70% | 0.16 CHF | 0.17 CHF | 220'000 | 220'000 | 214'263 | 214'263 | 36'530 CHF | 38'672 CHF | 99.93% | 99.93% |
08.11.2024 | 4.93% | 0.18 CHF | 0.19 CHF | 180'000 | 180'000 | 175'171 | 175'171 | 34'719 CHF | 36'471 CHF | 100.00% | 100.00% |
07.11.2024 | 3.71% | 0.28 CHF | 0.28 CHF | 200'000 | 200'000 | 194'710 | 194'710 | 51'620 CHF | 53'567 CHF | 98.53% | 98.53% |