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 | 8.18% | 0.10 CHF | 0.11 CHF | 450'000 | 150'000 | 450'000 | 149'985 | 54'642 CHF | 19'712 CHF | 98.68% | 98.68% |
19.11.2024 | 6.76% | 0.14 CHF | 0.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 64'474 CHF | 22'991 CHF | 99.38% | 99.38% |
18.11.2024 | 6.08% | 0.16 CHF | 0.17 CHF | 450'000 | 150'000 | 450'000 | 149'997 | 71'863 CHF | 25'454 CHF | 99.26% | 99.26% |
15.11.2024 | 6.21% | 0.15 CHF | 0.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 70'285 CHF | 24'928 CHF | 99.38% | 99.38% |
14.11.2024 | 5.99% | 0.17 CHF | 0.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 72'967 CHF | 25'822 CHF | 99.38% | 99.38% |
13.11.2024 | 6.80% | 0.15 CHF | 0.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 64'020 CHF | 22'840 CHF | 99.37% | 99.37% |
12.11.2024 | 6.27% | 0.15 CHF | 0.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 69'577 CHF | 24'692 CHF | 99.38% | 99.38% |
11.11.2024 | 5.96% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 73'435 CHF | 25'978 CHF | 99.38% | 99.38% |
08.11.2024 | 6.84% | 0.15 CHF | 0.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 63'696 CHF | 22'732 CHF | 99.38% | 99.38% |
07.11.2024 | 5.73% | 0.16 CHF | 0.17 CHF | 450'000 | 150'000 | 449'946 | 150'000 | 76'390 CHF | 26'966 CHF | 98.38% | 98.38% |