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 | 6.38% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 113'948 CHF | 40'483 CHF | 99.17% | 99.17% |
19.11.2024 | 6.40% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 113'640 CHF | 40'380 CHF | 99.16% | 99.16% |
18.11.2024 | 6.34% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 114'689 CHF | 40'730 CHF | 99.23% | 99.23% |
15.11.2024 | 5.81% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 125'403 CHF | 44'301 CHF | 99.17% | 99.17% |
14.11.2024 | 5.55% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 131'571 CHF | 46'357 CHF | 99.16% | 99.16% |
13.11.2024 | 5.40% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 135'557 CHF | 47'686 CHF | 99.16% | 99.16% |
12.11.2024 | 4.93% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 148'459 CHF | 51'987 CHF | 99.16% | 99.16% |
11.11.2024 | 4.62% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 158'663 CHF | 55'388 CHF | 99.17% | 99.17% |
08.11.2024 | 4.67% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 157'107 CHF | 54'869 CHF | 99.17% | 99.17% |
07.11.2024 | 4.26% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 172'395 CHF | 59'965 CHF | 98.26% | 98.26% |