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 | 6.25% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 93'103 CHF | 33'035 CHF | 99.37% | 99.37% |
19.11.2024 | 6.26% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 93'017 CHF | 33'006 CHF | 99.37% | 99.37% |
18.11.2024 | 5.98% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 97'321 CHF | 34'440 CHF | 99.22% | 99.22% |
15.11.2024 | 5.53% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 105'759 CHF | 37'253 CHF | 98.94% | 98.94% |
14.11.2024 | 5.68% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 102'623 CHF | 36'208 CHF | 99.38% | 99.38% |
13.11.2024 | 5.62% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 103'961 CHF | 36'654 CHF | 99.38% | 99.38% |
12.11.2024 | 5.49% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 106'357 CHF | 37'452 CHF | 99.37% | 99.37% |
11.11.2024 | 5.25% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 111'339 CHF | 39'113 CHF | 99.37% | 99.37% |
08.11.2024 | 5.39% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 108'376 CHF | 38'125 CHF | 99.37% | 99.37% |
07.11.2024 | 5.22% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 112'061 CHF | 39'354 CHF | 99.30% | 99.30% |