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 | 6.88% | 0.13 CHF | 0.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 84'373 CHF | 30'124 CHF | 99.27% | 99.27% |
19.11.2024 | 6.96% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 83'415 CHF | 29'805 CHF | 96.66% | 96.66% |
18.11.2024 | 5.73% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 101'728 CHF | 35'909 CHF | 97.55% | 97.55% |
15.11.2024 | 4.61% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 127'575 CHF | 44'525 CHF | 96.51% | 96.51% |
14.11.2024 | 4.54% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 129'193 CHF | 45'065 CHF | 99.34% | 99.34% |
13.11.2024 | 4.48% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 131'077 CHF | 45'692 CHF | 99.03% | 99.03% |
12.11.2024 | 3.95% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 148'786 CHF | 51'595 CHF | 99.27% | 99.27% |
11.11.2024 | 4.22% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 139'650 CHF | 48'550 CHF | 99.37% | 99.37% |
08.11.2024 | 4.93% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 119'428 CHF | 41'809 CHF | 99.35% | 99.35% |
07.11.2024 | 5.00% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 117'126 CHF | 41'042 CHF | 98.72% | 98.72% |