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 | 6.32% | 0.15 CHF | 0.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'835 CHF | 4'085 CHF | 100.00% | 100.00% |
19.11.2024 | 6.73% | 0.15 CHF | 0.16 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 4'315 CHF | 4'615 CHF | 100.00% | 100.00% |
18.11.2024 | 6.63% | 0.15 CHF | 0.16 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 4'377 CHF | 4'677 CHF | 100.00% | 100.00% |
15.11.2024 | 6.59% | 0.15 CHF | 0.16 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 4'407 CHF | 4'707 CHF | 100.00% | 100.00% |
14.11.2024 | 7.18% | 0.14 CHF | 0.15 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 4'031 CHF | 4'331 CHF | 100.00% | 100.00% |
13.11.2024 | 7.57% | 0.13 CHF | 0.14 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 3'816 CHF | 4'116 CHF | 100.00% | 100.00% |
12.11.2024 | 7.41% | 0.13 CHF | 0.14 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 3'900 CHF | 4'200 CHF | 100.00% | 100.00% |
11.11.2024 | 6.40% | 0.14 CHF | 0.15 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 4'541 CHF | 4'841 CHF | 100.00% | 100.00% |
08.11.2024 | 7.75% | 0.14 CHF | 0.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'109 CHF | 3'359 CHF | 100.00% | 100.00% |
07.11.2024 | 6.59% | 0.15 CHF | 0.16 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 4'408 CHF | 4'708 CHF | 100.00% | 100.00% |