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 | 7.54% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 95'831 CHF | 34'444 CHF | 99.38% | 99.38% |
19.11.2024 | 8.50% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 84'661 CHF | 30'720 CHF | 99.38% | 99.38% |
18.11.2024 | 8.09% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 89'065 CHF | 32'188 CHF | 99.38% | 99.38% |
15.11.2024 | 7.74% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 93'556 CHF | 33'686 CHF | 99.34% | 99.34% |
14.11.2024 | 7.04% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 102'888 CHF | 36'796 CHF | 99.38% | 99.38% |
13.11.2024 | 6.57% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 110'466 CHF | 39'322 CHF | 99.37% | 99.37% |
12.11.2024 | 5.82% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 125'211 CHF | 44'237 CHF | 99.15% | 99.15% |
11.11.2024 | 6.05% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 120'186 CHF | 42'562 CHF | 99.13% | 99.13% |
08.11.2024 | 6.09% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 119'499 CHF | 42'333 CHF | 99.37% | 99.37% |
07.11.2024 | 6.68% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 108'619 CHF | 38'706 CHF | 98.56% | 98.56% |