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 | 7.16% | 0.13 CHF | 0.14 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 40'390 CHF | 14'463 CHF | 99.38% | 99.38% |
19.11.2024 | 7.70% | 0.12 CHF | 0.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 37'502 CHF | 13'501 CHF | 99.38% | 99.38% |
18.11.2024 | 6.88% | 0.14 CHF | 0.14 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 42'178 CHF | 15'059 CHF | 99.22% | 99.22% |
15.11.2024 | 5.96% | 0.16 CHF | 0.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 48'894 CHF | 17'298 CHF | 99.37% | 99.37% |
14.11.2024 | 5.60% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 52'052 CHF | 18'351 CHF | 99.37% | 99.37% |
13.11.2024 | 6.27% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 46'433 CHF | 16'478 CHF | 99.37% | 99.37% |
12.11.2024 | 5.91% | 0.15 CHF | 0.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 49'263 CHF | 17'421 CHF | 99.38% | 99.38% |
11.11.2024 | 5.42% | 0.18 CHF | 0.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 53'885 CHF | 18'962 CHF | 99.37% | 99.37% |
08.11.2024 | 5.71% | 0.18 CHF | 0.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 51'044 CHF | 18'015 CHF | 99.37% | 99.37% |
07.11.2024 | 5.33% | 0.18 CHF | 0.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 54'849 CHF | 19'283 CHF | 99.28% | 99.28% |