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 | 5.28% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 82'956 CHF | 29'152 CHF | 99.38% | 99.38% |
19.11.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 81'040 CHF | 28'513 CHF | 99.38% | 99.38% |
18.11.2024 | 5.23% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 83'922 CHF | 29'474 CHF | 99.25% | 99.25% |
15.11.2024 | 5.40% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 81'162 CHF | 28'554 CHF | 99.38% | 99.38% |
14.11.2024 | 5.68% | 0.17 CHF | 0.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 77'140 CHF | 27'213 CHF | 99.37% | 99.37% |
13.11.2024 | 6.15% | 0.16 CHF | 0.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 70'975 CHF | 25'158 CHF | 99.37% | 99.37% |
12.11.2024 | 5.79% | 0.16 CHF | 0.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 75'457 CHF | 26'652 CHF | 99.38% | 99.38% |
11.11.2024 | 5.64% | 0.17 CHF | 0.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 77'541 CHF | 27'347 CHF | 99.38% | 99.38% |
08.11.2024 | 5.44% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 80'764 CHF | 28'421 CHF | 99.38% | 99.38% |
07.11.2024 | 5.72% | 0.16 CHF | 0.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 76'397 CHF | 26'966 CHF | 98.38% | 98.38% |