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 | 5.39% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 135'382 CHF | 47'627 CHF | 99.51% | 99.51% |
19.11.2024 | 5.02% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 145'879 CHF | 51'126 CHF | 99.30% | 99.30% |
18.11.2024 | 4.98% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 147'019 CHF | 51'506 CHF | 99.56% | 99.56% |
15.11.2024 | 5.46% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 133'857 CHF | 47'119 CHF | 99.38% | 99.38% |
14.11.2024 | 5.26% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 139'349 CHF | 48'950 CHF | 98.01% | 98.01% |
13.11.2024 | 5.42% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 134'658 CHF | 47'386 CHF | 99.30% | 99.30% |
12.11.2024 | 4.71% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 155'729 CHF | 54'410 CHF | 99.30% | 99.30% |
11.11.2024 | 4.45% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 627'348 | 209'116 | 137'738 CHF | 48'004 CHF | 98.28% | 98.28% |
08.11.2024 | 4.14% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 141'825 CHF | 49'275 CHF | 99.31% | 99.31% |
07.11.2024 | 3.77% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 156'586 CHF | 54'195 CHF | 98.59% | 98.59% |