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 | 5.44% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 107'303 CHF | 37'768 CHF | 99.22% | 99.22% |
19.11.2024 | 5.10% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 115'037 CHF | 40'346 CHF | 99.49% | 99.49% |
18.11.2024 | 5.59% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 104'522 CHF | 36'841 CHF | 99.29% | 99.29% |
15.11.2024 | 5.24% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 111'923 CHF | 39'308 CHF | 99.38% | 99.38% |
14.11.2024 | 4.62% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 127'154 CHF | 44'385 CHF | 97.89% | 97.89% |
13.11.2024 | 3.58% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 164'919 CHF | 56'973 CHF | 99.14% | 99.14% |
12.11.2024 | 4.18% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 141'368 CHF | 49'123 CHF | 99.58% | 99.58% |
11.11.2024 | 4.92% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 119'113 CHF | 41'704 CHF | 99.35% | 99.35% |
08.11.2024 | 4.97% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 118'320 CHF | 41'440 CHF | 99.33% | 99.33% |
07.11.2024 | 5.60% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 640'084 | 213'361 | 111'071 CHF | 39'157 CHF | 98.79% | 98.79% |