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 | 4.85% | 0.20 CHF | 0.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 60'358 CHF | 21'119 CHF | 99.37% | 99.37% |
19.11.2024 | 5.19% | 0.19 CHF | 0.20 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 56'370 CHF | 19'790 CHF | 99.37% | 99.37% |
18.11.2024 | 4.63% | 0.20 CHF | 0.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 63'440 CHF | 22'147 CHF | 99.23% | 99.23% |
15.11.2024 | 4.05% | 0.24 CHF | 0.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 72'558 CHF | 25'186 CHF | 99.37% | 99.37% |
14.11.2024 | 3.83% | 0.25 CHF | 0.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 76'815 CHF | 26'605 CHF | 99.38% | 99.38% |
13.11.2024 | 4.25% | 0.25 CHF | 0.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 69'139 CHF | 24'046 CHF | 99.37% | 99.37% |
12.11.2024 | 4.04% | 0.23 CHF | 0.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 72'861 CHF | 25'287 CHF | 99.37% | 99.37% |
11.11.2024 | 3.73% | 0.26 CHF | 0.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 78'981 CHF | 27'327 CHF | 99.37% | 99.37% |
08.11.2024 | 3.90% | 0.26 CHF | 0.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 75'399 CHF | 26'133 CHF | 99.37% | 99.37% |
07.11.2024 | 3.65% | 0.26 CHF | 0.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 80'775 CHF | 27'925 CHF | 99.28% | 99.28% |