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 | 4.59% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 127'825 CHF | 44'608 CHF | 99.17% | 99.17% |
19.11.2024 | 5.31% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 110'425 CHF | 38'808 CHF | 99.17% | 99.17% |
18.11.2024 | 4.81% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 122'035 CHF | 42'678 CHF | 99.22% | 99.22% |
15.11.2024 | 4.37% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 598'680 | 199'560 | 134'184 CHF | 46'724 CHF | 99.16% | 99.16% |
14.11.2024 | 4.58% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 128'364 CHF | 44'788 CHF | 99.16% | 99.16% |
13.11.2024 | 5.95% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 607'638 | 202'546 | 99'166 CHF | 35'081 CHF | 99.16% | 99.16% |
12.11.2024 | 5.16% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 113'374 CHF | 39'792 CHF | 99.15% | 99.15% |
11.11.2024 | 5.02% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 116'713 CHF | 40'904 CHF | 99.17% | 99.17% |
08.11.2024 | 5.76% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 101'171 CHF | 35'724 CHF | 99.16% | 99.16% |
07.11.2024 | 5.15% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 113'971 CHF | 39'991 CHF | 98.18% | 98.18% |