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 | 6.07% | 0.18 CHF | 0.19 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 72'183 CHF | 17'041 CHF | 99.17% | 99.17% |
19.11.2024 | 5.93% | 0.16 CHF | 0.17 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 73'779 CHF | 17'395 CHF | 99.17% | 99.17% |
18.11.2024 | 5.48% | 0.19 CHF | 0.20 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 79'986 CHF | 18'775 CHF | 99.23% | 99.23% |
15.11.2024 | 4.07% | 0.21 CHF | 0.22 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 108'710 CHF | 25'158 CHF | 99.17% | 99.17% |
14.11.2024 | 3.19% | 0.30 CHF | 0.31 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 139'009 CHF | 31'891 CHF | 99.16% | 99.16% |
13.11.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 146'807 CHF | 33'624 CHF | 99.16% | 99.16% |
12.11.2024 | 2.55% | 0.36 CHF | 0.37 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 174'514 CHF | 39'781 CHF | 99.17% | 99.17% |
11.11.2024 | 2.34% | 0.41 CHF | 0.42 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 190'484 CHF | 43'330 CHF | 99.17% | 99.17% |
08.11.2024 | 2.48% | 0.40 CHF | 0.41 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 178'979 CHF | 40'773 CHF | 99.17% | 99.17% |
07.11.2024 | 2.50% | 0.40 CHF | 0.41 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 177'864 CHF | 40'525 CHF | 98.27% | 98.27% |