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 | 6.16% | 0.15 CHF | 0.16 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 78'769 CHF | 83'769 CHF | 100.00% | 100.00% |
19.11.2024 | 6.43% | 0.15 CHF | 0.16 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 75'405 CHF | 80'405 CHF | 100.00% | 100.00% |
18.11.2024 | 5.84% | 0.17 CHF | 0.18 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 83'180 CHF | 88'180 CHF | 100.00% | 100.00% |
15.11.2024 | 5.74% | 0.16 CHF | 0.17 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 84'714 CHF | 89'714 CHF | 100.00% | 100.00% |
14.11.2024 | 6.04% | 0.17 CHF | 0.18 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 80'482 CHF | 85'482 CHF | 100.00% | 100.00% |
13.11.2024 | 6.75% | 0.15 CHF | 0.16 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 85'962 CHF | 91'962 CHF | 100.00% | 100.00% |
12.11.2024 | 6.46% | 0.13 CHF | 0.14 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 75'048 CHF | 80'048 CHF | 100.00% | 100.00% |
11.11.2024 | 5.50% | 0.18 CHF | 0.19 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 88'525 CHF | 93'525 CHF | 100.00% | 100.00% |
08.11.2024 | 5.08% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 57'841 CHF | 60'841 CHF | 100.00% | 100.00% |
07.11.2024 | 3.59% | 0.27 CHF | 0.28 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 95'865 CHF | 99'365 CHF | 100.00% | 100.00% |