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 | 8.04% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 89'605 CHF | 32'368 CHF | 99.17% | 99.17% |
19.11.2024 | 8.13% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 88'661 CHF | 32'054 CHF | 99.16% | 99.16% |
18.11.2024 | 7.98% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 90'267 CHF | 32'589 CHF | 99.23% | 99.23% |
15.11.2024 | 7.23% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 100'041 CHF | 35'847 CHF | 99.17% | 99.17% |
14.11.2024 | 6.89% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 105'191 CHF | 37'564 CHF | 99.16% | 99.16% |
13.11.2024 | 6.60% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 110'239 CHF | 39'246 CHF | 99.16% | 99.16% |
12.11.2024 | 5.98% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 121'899 CHF | 43'133 CHF | 99.17% | 99.17% |
11.11.2024 | 5.54% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 131'659 CHF | 46'386 CHF | 99.17% | 99.17% |
08.11.2024 | 5.63% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 129'703 CHF | 45'734 CHF | 99.17% | 99.17% |
07.11.2024 | 5.06% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 144'469 CHF | 50'656 CHF | 98.26% | 98.26% |