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 | 5.13% | 0.18 CHF | 0.19 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 47'532 CHF | 20'013 CHF | 99.16% | 99.16% |
19.11.2024 | 5.17% | 0.19 CHF | 0.20 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 47'116 CHF | 19'847 CHF | 99.17% | 99.17% |
18.11.2024 | 5.11% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 47'683 CHF | 20'073 CHF | 99.21% | 99.21% |
15.11.2024 | 4.68% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 52'161 CHF | 21'864 CHF | 99.16% | 99.16% |
14.11.2024 | 4.51% | 0.21 CHF | 0.22 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 54'189 CHF | 22'676 CHF | 99.15% | 99.15% |
13.11.2024 | 4.44% | 0.21 CHF | 0.22 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 55'154 CHF | 23'062 CHF | 99.16% | 99.16% |
12.11.2024 | 4.02% | 0.23 CHF | 0.24 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 60'931 CHF | 25'372 CHF | 99.16% | 99.16% |
11.11.2024 | 3.79% | 0.25 CHF | 0.26 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 64'672 CHF | 26'869 CHF | 99.16% | 99.16% |
08.11.2024 | 3.84% | 0.24 CHF | 0.25 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 64'013 CHF | 26'605 CHF | 99.17% | 99.17% |
07.11.2024 | 3.53% | 0.27 CHF | 0.28 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 69'531 CHF | 28'813 CHF | 98.05% | 98.05% |