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 | 5.68% | 0.17 CHF | 0.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 78'395 CHF | 27'632 CHF | 98.68% | 98.68% |
19.11.2024 | 4.96% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 88'564 CHF | 31'021 CHF | 99.37% | 99.37% |
18.11.2024 | 5.11% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 86'022 CHF | 30'174 CHF | 99.26% | 99.26% |
15.11.2024 | 5.15% | 0.17 CHF | 0.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 85'531 CHF | 30'010 CHF | 99.38% | 99.38% |
14.11.2024 | 5.08% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 86'296 CHF | 30'265 CHF | 99.37% | 99.37% |
13.11.2024 | 5.27% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 83'348 CHF | 29'283 CHF | 99.37% | 99.37% |
12.11.2024 | 5.61% | 0.15 CHF | 0.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 78'146 CHF | 27'549 CHF | 99.38% | 99.38% |
11.11.2024 | 5.40% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 149'965 | 81'171 CHF | 28'550 CHF | 99.38% | 99.38% |
08.11.2024 | 5.57% | 0.17 CHF | 0.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 79'231 CHF | 27'910 CHF | 99.38% | 99.38% |
07.11.2024 | 4.78% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 92'745 CHF | 32'415 CHF | 98.37% | 98.37% |