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 | 7.31% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 634'740 | 211'580 | 83'558 CHF | 29'969 CHF | 99.16% | 99.16% |
19.11.2024 | 7.07% | 0.13 CHF | 0.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 81'951 CHF | 29'317 CHF | 99.17% | 99.17% |
18.11.2024 | 6.62% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 87'736 CHF | 31'245 CHF | 99.23% | 99.23% |
15.11.2024 | 6.21% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 93'715 CHF | 33'238 CHF | 99.17% | 99.17% |
14.11.2024 | 6.47% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 89'750 CHF | 31'917 CHF | 99.15% | 99.15% |
13.11.2024 | 6.44% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 90'299 CHF | 32'100 CHF | 99.16% | 99.16% |
12.11.2024 | 6.70% | 0.13 CHF | 0.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 86'779 CHF | 30'926 CHF | 99.16% | 99.16% |
11.11.2024 | 5.47% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 106'722 CHF | 37'574 CHF | 99.17% | 99.17% |
08.11.2024 | 6.14% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 95'158 CHF | 33'719 CHF | 99.17% | 99.17% |
07.11.2024 | 5.12% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 491'820 | 163'940 | 93'575 CHF | 32'831 CHF | 98.26% | 98.26% |