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 | 6.17% | 0.15 CHF | 0.16 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 4'717 CHF | 5'017 CHF | 100.00% | 100.00% |
19.11.2024 | 6.21% | 0.16 CHF | 0.17 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 4'688 CHF | 4'988 CHF | 100.00% | 100.00% |
18.11.2024 | 6.14% | 0.16 CHF | 0.17 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 4'736 CHF | 5'036 CHF | 100.00% | 100.00% |
15.11.2024 | 5.72% | 0.17 CHF | 0.18 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 5'094 CHF | 5'394 CHF | 100.00% | 100.00% |
14.11.2024 | 5.60% | 0.17 CHF | 0.18 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 5'213 CHF | 5'513 CHF | 100.00% | 100.00% |
13.11.2024 | 5.53% | 0.17 CHF | 0.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'399 CHF | 4'649 CHF | 100.00% | 100.00% |
12.11.2024 | 5.01% | 0.19 CHF | 0.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'871 CHF | 5'121 CHF | 100.00% | 100.00% |
11.11.2024 | 4.78% | 0.20 CHF | 0.21 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'108 CHF | 5'358 CHF | 100.00% | 100.00% |
08.11.2024 | 4.79% | 0.19 CHF | 0.20 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 4'082 CHF | 4'282 CHF | 100.00% | 100.00% |
07.11.2024 | 4.40% | 0.22 CHF | 0.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'559 CHF | 5'809 CHF | 100.00% | 100.00% |