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 | 6.46% | 0.13 CHF | 0.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 68'994 CHF | 24'498 CHF | 98.68% | 98.68% |
19.11.2024 | 5.53% | 0.17 CHF | 0.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 79'230 CHF | 27'910 CHF | 99.37% | 99.37% |
18.11.2024 | 5.08% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 86'396 CHF | 30'299 CHF | 99.26% | 99.26% |
15.11.2024 | 5.32% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 82'465 CHF | 28'988 CHF | 99.38% | 99.38% |
14.11.2024 | 5.23% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 83'889 CHF | 29'463 CHF | 99.37% | 99.37% |
13.11.2024 | 5.70% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 76'819 CHF | 27'106 CHF | 99.37% | 99.37% |
12.11.2024 | 5.30% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 82'753 CHF | 29'084 CHF | 99.38% | 99.38% |
11.11.2024 | 5.13% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 85'554 CHF | 30'018 CHF | 99.38% | 99.38% |
08.11.2024 | 5.85% | 0.17 CHF | 0.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 74'912 CHF | 26'471 CHF | 99.38% | 99.38% |
07.11.2024 | 4.94% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 88'937 CHF | 31'146 CHF | 98.38% | 98.38% |