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 | 7.13% | 0.13 CHF | 0.14 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 102'738 CHF | 14'698 CHF | 96.57% | 96.57% |
19.11.2024 | 6.42% | 0.16 CHF | 0.17 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 113'409 CHF | 16'121 CHF | 97.43% | 97.43% |
18.11.2024 | 5.77% | 0.17 CHF | 0.18 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 126'273 CHF | 17'836 CHF | 92.51% | 92.51% |
15.11.2024 | 5.22% | 0.18 CHF | 0.19 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 140'149 CHF | 19'687 CHF | 97.24% | 97.24% |
14.11.2024 | 5.56% | 0.19 CHF | 0.20 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 132'212 CHF | 18'628 CHF | 98.36% | 98.36% |
13.11.2024 | 7.03% | 0.14 CHF | 0.15 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 103'037 CHF | 14'738 CHF | 92.91% | 92.91% |
12.11.2024 | 5.96% | 0.14 CHF | 0.15 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 122'405 CHF | 17'321 CHF | 96.35% | 96.35% |
11.11.2024 | 5.18% | 0.19 CHF | 0.20 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 141'150 CHF | 19'820 CHF | 91.03% | 91.03% |
08.11.2024 | 5.36% | 0.19 CHF | 0.20 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 136'284 CHF | 19'171 CHF | 92.19% | 92.19% |
07.11.2024 | 5.21% | 0.19 CHF | 0.20 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 140'525 CHF | 19'737 CHF | 98.70% | 98.70% |