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 | 5.07% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 86'574 CHF | 30'358 CHF | 99.37% | 99.37% |
19.11.2024 | 5.47% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 80'185 CHF | 28'228 CHF | 99.37% | 99.37% |
18.11.2024 | 5.31% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 82'600 CHF | 29'033 CHF | 99.26% | 99.26% |
15.11.2024 | 5.70% | 0.17 CHF | 0.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 76'817 CHF | 27'106 CHF | 99.38% | 99.38% |
14.11.2024 | 6.28% | 0.16 CHF | 0.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 69'775 CHF | 24'758 CHF | 99.38% | 99.38% |
13.11.2024 | 7.01% | 0.14 CHF | 0.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 61'994 CHF | 22'165 CHF | 99.38% | 99.38% |
12.11.2024 | 6.40% | 0.14 CHF | 0.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 68'164 CHF | 24'221 CHF | 99.38% | 99.38% |
11.11.2024 | 6.10% | 0.15 CHF | 0.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 71'550 CHF | 25'350 CHF | 99.38% | 99.38% |
08.11.2024 | 5.72% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 76'492 CHF | 26'997 CHF | 99.37% | 99.37% |
07.11.2024 | 5.71% | 0.17 CHF | 0.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 76'540 CHF | 27'013 CHF | 98.38% | 98.38% |