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 | 5.93% | 0.16 CHF | 0.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 49'140 CHF | 17'380 CHF | 99.16% | 99.16% |
19.11.2024 | 6.09% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 47'776 CHF | 16'925 CHF | 99.17% | 99.17% |
18.11.2024 | 5.66% | 0.16 CHF | 0.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 51'657 CHF | 18'219 CHF | 99.22% | 99.22% |
15.11.2024 | 5.73% | 0.19 CHF | 0.20 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 50'954 CHF | 17'985 CHF | 99.16% | 99.16% |
14.11.2024 | 6.10% | 0.16 CHF | 0.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 47'709 CHF | 16'903 CHF | 99.15% | 99.15% |
13.11.2024 | 6.48% | 0.15 CHF | 0.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 44'808 CHF | 15'936 CHF | 99.16% | 99.16% |
12.11.2024 | 6.77% | 0.14 CHF | 0.15 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 42'874 CHF | 15'291 CHF | 99.16% | 99.16% |
11.11.2024 | 5.50% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 53'077 CHF | 18'692 CHF | 99.16% | 99.16% |
08.11.2024 | 5.64% | 0.18 CHF | 0.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 51'722 CHF | 18'241 CHF | 99.16% | 99.16% |
07.11.2024 | 5.77% | 0.16 CHF | 0.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 50'562 CHF | 17'854 CHF | 98.18% | 98.18% |