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 | 5.62% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 51'877 CHF | 18'292 CHF | 99.37% | 99.37% |
19.11.2024 | 6.08% | 0.16 CHF | 0.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 47'924 CHF | 16'975 CHF | 99.37% | 99.37% |
18.11.2024 | 5.27% | 0.18 CHF | 0.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 55'499 CHF | 19'500 CHF | 99.23% | 99.23% |
15.11.2024 | 4.52% | 0.22 CHF | 0.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 64'846 CHF | 22'615 CHF | 99.37% | 99.37% |
14.11.2024 | 4.24% | 0.23 CHF | 0.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 69'292 CHF | 24'097 CHF | 99.37% | 99.37% |
13.11.2024 | 4.78% | 0.22 CHF | 0.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 61'382 CHF | 21'461 CHF | 99.36% | 99.36% |
12.11.2024 | 4.49% | 0.20 CHF | 0.21 CHF | 299'999 | 100'000 | 299'999 | 100'000 | 65'321 CHF | 22'774 CHF | 99.37% | 99.37% |
11.11.2024 | 4.10% | 0.23 CHF | 0.24 CHF | 299'999 | 100'000 | 299'999 | 100'000 | 71'632 CHF | 24'878 CHF | 99.37% | 99.37% |
08.11.2024 | 4.31% | 0.24 CHF | 0.25 CHF | 299'999 | 100'000 | 299'999 | 100'000 | 68'155 CHF | 23'718 CHF | 99.37% | 99.37% |
07.11.2024 | 3.98% | 0.24 CHF | 0.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 73'824 CHF | 25'608 CHF | 99.28% | 99.28% |