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 | 5.18% | 0.19 CHF | 0.20 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 42'335 CHF | 14'862 CHF | 99.38% | 99.38% |
19.11.2024 | 5.50% | 0.18 CHF | 0.19 CHF | 225'000 | 75'000 | 225'403 | 75'135 | 40'057 CHF | 14'104 CHF | 99.38% | 99.38% |
18.11.2024 | 5.16% | 0.21 CHF | 0.22 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 42'572 CHF | 14'941 CHF | 99.25% | 99.25% |
15.11.2024 | 6.19% | 0.16 CHF | 0.17 CHF | 225'000 | 75'000 | 230'768 | 76'923 | 36'121 CHF | 12'810 CHF | 99.38% | 99.38% |
14.11.2024 | 7.29% | 0.15 CHF | 0.16 CHF | 300'000 | 100'000 | 282'624 | 94'208 | 37'447 CHF | 13'425 CHF | 99.37% | 99.37% |
13.11.2024 | 8.56% | 0.12 CHF | 0.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 33'681 CHF | 12'227 CHF | 99.37% | 99.37% |
12.11.2024 | 7.08% | 0.12 CHF | 0.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 40'929 CHF | 14'643 CHF | 99.38% | 99.38% |
11.11.2024 | 6.48% | 0.14 CHF | 0.15 CHF | 300'000 | 100'000 | 298'884 | 99'628 | 44'652 CHF | 15'880 CHF | 99.38% | 99.38% |
08.11.2024 | 5.66% | 0.18 CHF | 0.19 CHF | 225'000 | 75'000 | 240'679 | 80'226 | 41'231 CHF | 14'546 CHF | 99.38% | 99.38% |
07.11.2024 | 5.69% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 297'945 | 99'315 | 50'877 CHF | 17'952 CHF | 98.38% | 98.38% |