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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 5.32% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 111'189 CHF | 39'063 CHF | 96.17% | 96.17% |
20.11.2024 | 5.01% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 117'452 CHF | 41'151 CHF | 93.08% | 93.08% |
19.11.2024 | 5.04% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 116'449 CHF | 40'816 CHF | 96.99% | 96.99% |
18.11.2024 | 4.22% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 139'442 CHF | 48'481 CHF | 97.76% | 97.76% |
15.11.2024 | 4.29% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 137'092 CHF | 47'698 CHF | 94.05% | 94.05% |
14.11.2024 | 4.63% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 127'158 CHF | 44'386 CHF | 95.79% | 95.79% |
13.11.2024 | 5.23% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 111'882 CHF | 39'294 CHF | 97.69% | 97.69% |
12.11.2024 | 5.33% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 109'774 CHF | 38'592 CHF | 95.42% | 95.42% |
11.11.2024 | 4.50% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 130'499 CHF | 45'500 CHF | 93.57% | 93.57% |
08.11.2024 | 5.20% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 112'569 CHF | 39'523 CHF | 95.86% | 95.86% |