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 | 7.09% | 0.13 CHF | 0.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 81'909 CHF | 29'303 CHF | 99.37% | 99.37% |
19.11.2024 | 7.30% | 0.13 CHF | 0.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 79'244 CHF | 28'415 CHF | 99.37% | 99.37% |
18.11.2024 | 6.60% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 88'565 CHF | 31'522 CHF | 99.37% | 99.37% |
15.11.2024 | 5.49% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 106'414 CHF | 37'471 CHF | 99.34% | 99.34% |
14.11.2024 | 4.75% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 457'666 | 152'555 | 94'072 CHF | 32'883 CHF | 99.37% | 99.37% |
13.11.2024 | 4.93% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 555'316 | 185'105 | 109'884 CHF | 38'479 CHF | 99.38% | 99.38% |
12.11.2024 | 5.01% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 570'184 | 190'061 | 110'793 CHF | 38'832 CHF | 99.15% | 99.15% |
11.11.2024 | 4.77% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 511'109 | 170'370 | 104'370 CHF | 36'494 CHF | 99.13% | 99.13% |
08.11.2024 | 4.74% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 464'867 | 154'956 | 95'781 CHF | 33'477 CHF | 99.38% | 99.38% |
07.11.2024 | 4.62% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 451'511 | 150'504 | 95'554 CHF | 33'356 CHF | 98.56% | 98.56% |