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 | 6.08% | 0.16 CHF | 0.17 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 39'871 CHF | 42'371 CHF | 100.00% | 100.00% |
19.11.2024 | 6.15% | 0.15 CHF | 0.16 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 39'398 CHF | 41'898 CHF | 100.00% | 100.00% |
18.11.2024 | 6.18% | 0.15 CHF | 0.16 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 39'221 CHF | 41'721 CHF | 100.00% | 100.00% |
15.11.2024 | 6.06% | 0.16 CHF | 0.17 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 39'991 CHF | 42'491 CHF | 100.00% | 100.00% |
14.11.2024 | 6.06% | 0.15 CHF | 0.16 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 36'092 CHF | 38'342 CHF | 100.00% | 100.00% |
13.11.2024 | 5.50% | 0.17 CHF | 0.18 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 39'840 CHF | 42'090 CHF | 100.00% | 100.00% |
12.11.2024 | 5.68% | 0.18 CHF | 0.19 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 38'511 CHF | 40'761 CHF | 100.00% | 100.00% |
11.11.2024 | 6.02% | 0.17 CHF | 0.18 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 40'326 CHF | 42'826 CHF | 100.00% | 100.00% |
08.11.2024 | 6.06% | 0.16 CHF | 0.17 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 40'000 CHF | 42'500 CHF | 100.00% | 100.00% |
07.11.2024 | 6.38% | 0.16 CHF | 0.17 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 37'972 CHF | 40'472 CHF | 100.00% | 100.00% |