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 | 6.14% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 589'091 | 196'364 | 93'621 CHF | 33'171 CHF | 99.38% | 99.38% |
19.11.2024 | 6.06% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 579'686 | 193'229 | 92'669 CHF | 32'822 CHF | 99.37% | 99.37% |
18.11.2024 | 6.18% | 0.17 CHF | 0.18 CHF | 450'000 | 150'000 | 543'901 | 181'300 | 85'071 CHF | 30'170 CHF | 99.23% | 99.23% |
15.11.2024 | 5.13% | 0.17 CHF | 0.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 85'767 CHF | 30'089 CHF | 99.37% | 99.37% |
14.11.2024 | 5.00% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 87'856 CHF | 30'786 CHF | 99.37% | 99.37% |
13.11.2024 | 5.18% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 84'747 CHF | 29'749 CHF | 99.38% | 99.38% |
12.11.2024 | 4.87% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 90'272 CHF | 31'591 CHF | 99.37% | 99.37% |
11.11.2024 | 4.24% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 104'006 CHF | 36'169 CHF | 99.37% | 99.37% |
08.11.2024 | 4.40% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 100'133 CHF | 34'878 CHF | 99.38% | 99.38% |
07.11.2024 | 4.14% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 106'486 CHF | 36'995 CHF | 99.28% | 99.28% |