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 | 8.25% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 87'272 CHF | 31'591 CHF | 99.38% | 99.38% |
19.11.2024 | 8.51% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 84'503 CHF | 30'668 CHF | 99.37% | 99.37% |
18.11.2024 | 7.27% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 99'558 CHF | 35'686 CHF | 99.22% | 99.22% |
15.11.2024 | 6.10% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 119'371 CHF | 42'290 CHF | 99.37% | 99.37% |
14.11.2024 | 5.20% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 140'686 CHF | 49'395 CHF | 99.36% | 99.36% |
13.11.2024 | 5.10% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 143'245 CHF | 50'248 CHF | 99.36% | 99.36% |
12.11.2024 | 4.49% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 163'465 CHF | 56'988 CHF | 99.37% | 99.37% |
11.11.2024 | 4.10% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 179'315 CHF | 62'272 CHF | 99.37% | 99.37% |
08.11.2024 | 4.59% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 249'952 | 159'701 CHF | 55'723 CHF | 99.38% | 99.38% |
07.11.2024 | 4.91% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 149'244 CHF | 52'248 CHF | 99.28% | 99.28% |