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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 5.64% | 0.21 CHF | 0.22 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 129'778 CHF | 13'728 CHF | 99.17% | 99.17% |
20.11.2024 | 5.63% | 0.17 CHF | 0.18 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 129'736 CHF | 13'724 CHF | 99.17% | 99.17% |
19.11.2024 | 5.94% | 0.16 CHF | 0.17 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 122'565 CHF | 13'007 CHF | 99.16% | 99.16% |
18.11.2024 | 5.20% | 0.18 CHF | 0.19 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 140'695 CHF | 14'820 CHF | 98.78% | 98.78% |
15.11.2024 | 5.03% | 0.22 CHF | 0.23 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 145'448 CHF | 15'295 CHF | 99.17% | 99.17% |
14.11.2024 | 4.46% | 0.21 CHF | 0.22 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 164'397 CHF | 17'190 CHF | 99.16% | 99.16% |
13.11.2024 | 4.61% | 0.22 CHF | 0.23 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 159'096 CHF | 16'660 CHF | 98.93% | 98.93% |
12.11.2024 | 3.96% | 0.22 CHF | 0.23 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 186'624 CHF | 19'412 CHF | 99.16% | 99.16% |
11.11.2024 | 3.53% | 0.29 CHF | 0.30 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 208'698 CHF | 21'620 CHF | 99.16% | 99.16% |
08.11.2024 | 4.12% | 0.23 CHF | 0.24 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 178'428 CHF | 18'593 CHF | 99.17% | 99.17% |