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 | 7.08% | 0.13 CHF | 0.14 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 34'126 CHF | 14'651 CHF | 99.16% | 99.16% |
19.11.2024 | 7.26% | 0.14 CHF | 0.15 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 33'284 CHF | 14'314 CHF | 99.17% | 99.17% |
18.11.2024 | 7.07% | 0.14 CHF | 0.15 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 34'156 CHF | 14'662 CHF | 99.22% | 99.22% |
15.11.2024 | 6.33% | 0.15 CHF | 0.16 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 38'309 CHF | 16'323 CHF | 99.16% | 99.16% |
14.11.2024 | 6.00% | 0.16 CHF | 0.17 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 40'422 CHF | 17'169 CHF | 99.16% | 99.16% |
13.11.2024 | 5.91% | 0.16 CHF | 0.17 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 41'168 CHF | 17'467 CHF | 99.17% | 99.17% |
12.11.2024 | 5.18% | 0.18 CHF | 0.19 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 47'036 CHF | 19'814 CHF | 99.15% | 99.15% |
11.11.2024 | 4.79% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 50'941 CHF | 21'376 CHF | 99.17% | 99.17% |
08.11.2024 | 4.85% | 0.19 CHF | 0.20 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 50'427 CHF | 21'171 CHF | 99.17% | 99.17% |
07.11.2024 | 4.38% | 0.22 CHF | 0.23 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 55'793 CHF | 23'317 CHF | 98.05% | 98.05% |