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 | 5.65% | 0.16 CHF | 0.17 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 43'009 CHF | 18'204 CHF | 99.17% | 99.17% |
19.11.2024 | 4.72% | 0.19 CHF | 0.20 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 51'856 CHF | 21'742 CHF | 99.17% | 99.17% |
18.11.2024 | 5.40% | 0.18 CHF | 0.19 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 45'161 CHF | 19'065 CHF | 99.22% | 99.22% |
15.11.2024 | 5.90% | 0.16 CHF | 0.17 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 41'170 CHF | 17'468 CHF | 99.17% | 99.17% |
14.11.2024 | 5.58% | 0.17 CHF | 0.18 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 43'628 CHF | 18'451 CHF | 99.16% | 99.16% |
13.11.2024 | 4.33% | 0.22 CHF | 0.23 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 56'484 CHF | 23'594 CHF | 99.17% | 99.17% |
12.11.2024 | 4.78% | 0.21 CHF | 0.22 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 51'101 CHF | 21'440 CHF | 99.17% | 99.17% |
11.11.2024 | 4.91% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 49'725 CHF | 20'890 CHF | 99.17% | 99.17% |
08.11.2024 | 4.33% | 0.22 CHF | 0.23 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 56'498 CHF | 23'599 CHF | 99.17% | 99.17% |
07.11.2024 | 4.61% | 0.23 CHF | 0.24 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 53'109 CHF | 22'244 CHF | 98.06% | 98.06% |