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 | 5.92% | 0.16 CHF | 0.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 49'185 CHF | 17'395 CHF | 99.38% | 99.38% |
19.11.2024 | 6.29% | 0.15 CHF | 0.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 46'214 CHF | 16'405 CHF | 99.37% | 99.37% |
18.11.2024 | 5.77% | 0.16 CHF | 0.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 50'526 CHF | 17'842 CHF | 99.23% | 99.23% |
15.11.2024 | 5.11% | 0.19 CHF | 0.20 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 57'273 CHF | 20'091 CHF | 99.37% | 99.37% |
14.11.2024 | 4.84% | 0.20 CHF | 0.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 60'437 CHF | 21'146 CHF | 99.38% | 99.38% |
13.11.2024 | 5.34% | 0.19 CHF | 0.20 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 54'752 CHF | 19'251 CHF | 99.37% | 99.37% |
12.11.2024 | 5.08% | 0.18 CHF | 0.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 57'581 CHF | 20'194 CHF | 99.38% | 99.38% |
11.11.2024 | 4.70% | 0.20 CHF | 0.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 62'283 CHF | 21'761 CHF | 99.37% | 99.37% |
08.11.2024 | 4.94% | 0.21 CHF | 0.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 59'270 CHF | 20'757 CHF | 99.38% | 99.38% |
07.11.2024 | 4.66% | 0.21 CHF | 0.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 62'950 CHF | 21'983 CHF | 99.28% | 99.28% |