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 | 5.98% | 0.15 CHF | 0.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 32'500 CHF | 34'500 CHF | 99.57% | 99.57% |
19.11.2024 | 6.78% | 0.16 CHF | 0.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 28'649 CHF | 30'649 CHF | 99.49% | 99.49% |
18.11.2024 | 5.42% | 0.17 CHF | 0.18 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 35'914 CHF | 37'914 CHF | 99.48% | 99.48% |
15.11.2024 | 5.16% | 0.20 CHF | 0.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 37'874 CHF | 39'874 CHF | 99.50% | 99.50% |
14.11.2024 | 6.38% | 0.16 CHF | 0.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 30'392 CHF | 32'392 CHF | 99.57% | 99.57% |
13.11.2024 | 6.24% | 0.14 CHF | 0.15 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 31'125 CHF | 33'125 CHF | 89.52% | 89.52% |
12.11.2024 | 5.51% | 0.17 CHF | 0.18 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 35'336 CHF | 37'336 CHF | 99.52% | 99.52% |
11.11.2024 | 5.41% | 0.19 CHF | 0.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 36'016 CHF | 38'016 CHF | 99.50% | 99.50% |
08.11.2024 | 5.45% | 0.17 CHF | 0.18 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 35'766 CHF | 37'766 CHF | 99.51% | 99.51% |
07.11.2024 | 5.74% | 0.17 CHF | 0.18 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 33'839 CHF | 35'839 CHF | 99.51% | 99.51% |