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 | 6.40% | 0.16 CHF | 0.17 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 26'481 CHF | 28'231 CHF | 100.00% | 100.00% |
19.11.2024 | 6.11% | 0.16 CHF | 0.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 31'737 CHF | 33'737 CHF | 100.00% | 100.00% |
18.11.2024 | 6.61% | 0.15 CHF | 0.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 29'268 CHF | 31'268 CHF | 100.00% | 100.00% |
15.11.2024 | 7.06% | 0.14 CHF | 0.15 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 27'358 CHF | 29'358 CHF | 100.00% | 100.00% |
14.11.2024 | 9.01% | 0.14 CHF | 0.15 CHF | 200'000 | 200'000 | 199'102 | 199'102 | 27'886 CHF | 30'536 CHF | 100.00% | 100.00% |
13.11.2024 | 6.67% | 0.15 CHF | 0.16 CHF | 200'000 | 200'000 | 199'544 | 199'544 | 28'951 CHF | 30'947 CHF | 100.00% | 100.00% |
12.11.2024 | 7.34% | 0.14 CHF | 0.15 CHF | 250'000 | 250'000 | 249'448 | 249'448 | 32'751 CHF | 35'245 CHF | 100.00% | 100.00% |
11.11.2024 | 8.06% | 0.12 CHF | 0.13 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 23'838 CHF | 25'838 CHF | 100.00% | 100.00% |
08.11.2024 | 6.92% | 0.14 CHF | 0.15 CHF | 200'000 | 200'000 | 199'537 | 199'537 | 27'835 CHF | 29'830 CHF | 100.00% | 100.00% |
07.11.2024 | 7.20% | 0.14 CHF | 0.15 CHF | 200'000 | 200'000 | 199'112 | 199'112 | 26'673 CHF | 28'664 CHF | 100.00% | 100.00% |