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 | 7.33% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 79'042 CHF | 28'347 CHF | 99.17% | 99.17% |
19.11.2024 | 6.82% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 85'103 CHF | 30'368 CHF | 99.17% | 99.17% |
18.11.2024 | 6.32% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 91'994 CHF | 32'665 CHF | 99.23% | 99.23% |
15.11.2024 | 6.19% | 0.17 CHF | 0.18 CHF | 450'000 | 150'000 | 565'012 | 188'337 | 88'312 CHF | 31'321 CHF | 99.17% | 99.17% |
14.11.2024 | 6.31% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 92'183 CHF | 32'728 CHF | 99.16% | 99.16% |
13.11.2024 | 5.98% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 581'096 | 193'699 | 94'197 CHF | 33'336 CHF | 99.16% | 99.16% |
12.11.2024 | 6.07% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 577'194 | 192'398 | 92'174 CHF | 32'649 CHF | 99.16% | 99.16% |
11.11.2024 | 4.97% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 88'344 CHF | 30'948 CHF | 99.17% | 99.17% |
08.11.2024 | 5.38% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 81'492 CHF | 28'664 CHF | 99.17% | 99.17% |
07.11.2024 | 4.56% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 96'613 CHF | 33'704 CHF | 98.26% | 98.26% |