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 | 4.88% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 150'121 CHF | 52'540 CHF | 99.38% | 99.38% |
19.11.2024 | 4.89% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 150'007 CHF | 52'503 CHF | 99.38% | 99.38% |
18.11.2024 | 5.21% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 140'568 CHF | 49'356 CHF | 99.37% | 99.37% |
15.11.2024 | 5.58% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 130'821 CHF | 46'107 CHF | 99.35% | 99.35% |
14.11.2024 | 5.26% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 138'875 CHF | 48'792 CHF | 99.38% | 99.38% |
13.11.2024 | 5.39% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 135'625 CHF | 47'708 CHF | 99.38% | 99.38% |
12.11.2024 | 4.49% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 163'313 CHF | 56'938 CHF | 99.15% | 99.15% |
11.11.2024 | 4.29% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 171'408 CHF | 59'636 CHF | 99.13% | 99.13% |
08.11.2024 | 4.97% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 147'769 CHF | 51'756 CHF | 99.38% | 99.38% |
07.11.2024 | 4.98% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 146'848 CHF | 51'449 CHF | 98.56% | 98.56% |