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 | 5.02% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 116'615 CHF | 40'872 CHF | 99.37% | 99.37% |
19.11.2024 | 5.22% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 112'270 CHF | 39'423 CHF | 99.37% | 99.37% |
18.11.2024 | 4.96% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 117'990 CHF | 41'330 CHF | 99.22% | 99.22% |
15.11.2024 | 4.57% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 128'454 CHF | 44'818 CHF | 98.94% | 98.94% |
14.11.2024 | 4.78% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 122'713 CHF | 42'904 CHF | 99.37% | 99.37% |
13.11.2024 | 4.72% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 124'398 CHF | 43'466 CHF | 99.37% | 99.37% |
12.11.2024 | 4.72% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 124'430 CHF | 43'477 CHF | 99.37% | 99.37% |
11.11.2024 | 4.48% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 130'999 CHF | 45'667 CHF | 99.37% | 99.37% |
08.11.2024 | 4.62% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 127'064 CHF | 44'355 CHF | 99.38% | 99.38% |
07.11.2024 | 4.51% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 130'210 CHF | 45'403 CHF | 99.28% | 99.28% |