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 | 5.27% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 84'202 CHF | 29'567 CHF | 98.68% | 98.68% |
19.11.2024 | 4.70% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 93'482 CHF | 32'661 CHF | 99.38% | 99.38% |
18.11.2024 | 4.68% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 93'953 CHF | 32'818 CHF | 99.25% | 99.25% |
15.11.2024 | 4.91% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 89'719 CHF | 31'406 CHF | 99.38% | 99.38% |
14.11.2024 | 4.83% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 90'968 CHF | 31'823 CHF | 99.37% | 99.37% |
13.11.2024 | 5.00% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 87'941 CHF | 30'814 CHF | 99.37% | 99.37% |
12.11.2024 | 5.19% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 84'505 CHF | 29'668 CHF | 99.37% | 99.37% |
11.11.2024 | 5.01% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 87'789 CHF | 30'763 CHF | 99.38% | 99.38% |
08.11.2024 | 5.25% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 83'914 CHF | 29'471 CHF | 99.37% | 99.37% |
07.11.2024 | 4.58% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 96'297 CHF | 33'599 CHF | 98.37% | 98.37% |