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 | 6.52% | 0.16 CHF | 0.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 66'890 CHF | 23'797 CHF | 99.38% | 99.38% |
19.11.2024 | 7.52% | 0.13 CHF | 0.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 57'716 CHF | 20'739 CHF | 99.38% | 99.38% |
18.11.2024 | 7.38% | 0.13 CHF | 0.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 58'757 CHF | 21'086 CHF | 99.25% | 99.25% |
15.11.2024 | 7.20% | 0.13 CHF | 0.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 60'300 CHF | 21'600 CHF | 99.38% | 99.38% |
14.11.2024 | 7.13% | 0.14 CHF | 0.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 60'974 CHF | 21'825 CHF | 99.37% | 99.37% |
13.11.2024 | 6.99% | 0.14 CHF | 0.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 62'373 CHF | 22'291 CHF | 99.37% | 99.37% |
12.11.2024 | 7.06% | 0.13 CHF | 0.14 CHF | 450'000 | 150'000 | 450'000 | 149'947 | 61'543 CHF | 22'007 CHF | 99.38% | 99.38% |
11.11.2024 | 6.05% | 0.16 CHF | 0.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 72'180 CHF | 25'560 CHF | 99.37% | 99.37% |
08.11.2024 | 6.32% | 0.16 CHF | 0.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 69'071 CHF | 24'524 CHF | 99.37% | 99.37% |
07.11.2024 | 5.58% | 0.16 CHF | 0.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 78'419 CHF | 27'640 CHF | 98.37% | 98.37% |