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 | 6.57% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 89'006 CHF | 31'669 CHF | 99.38% | 99.38% |
19.11.2024 | 6.33% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 92'147 CHF | 32'716 CHF | 99.38% | 99.38% |
18.11.2024 | 6.31% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 92'624 CHF | 32'875 CHF | 99.23% | 99.23% |
15.11.2024 | 5.45% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 107'216 CHF | 37'739 CHF | 99.37% | 99.37% |
14.11.2024 | 5.19% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 541'119 | 180'373 | 101'519 CHF | 35'644 CHF | 99.37% | 99.37% |
13.11.2024 | 5.27% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 596'751 | 198'917 | 110'237 CHF | 38'735 CHF | 99.38% | 99.38% |
12.11.2024 | 4.96% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 470'603 | 156'868 | 92'344 CHF | 32'350 CHF | 99.37% | 99.37% |
11.11.2024 | 4.47% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 98'495 CHF | 34'332 CHF | 99.37% | 99.37% |
08.11.2024 | 4.49% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 98'090 CHF | 34'197 CHF | 99.38% | 99.38% |
07.11.2024 | 4.29% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 102'680 CHF | 35'727 CHF | 99.29% | 99.29% |