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 | 5.37% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 136'253 CHF | 47'918 CHF | 99.17% | 99.17% |
19.11.2024 | 5.74% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 127'168 CHF | 44'889 CHF | 99.16% | 99.16% |
18.11.2024 | 5.31% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 137'765 CHF | 48'422 CHF | 99.22% | 99.22% |
15.11.2024 | 4.64% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 157'934 CHF | 55'145 CHF | 99.17% | 99.17% |
14.11.2024 | 4.04% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 182'089 CHF | 63'196 CHF | 99.16% | 99.16% |
13.11.2024 | 4.00% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 184'011 CHF | 63'837 CHF | 99.16% | 99.16% |
12.11.2024 | 3.93% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 187'087 CHF | 64'862 CHF | 99.16% | 99.16% |
11.11.2024 | 3.66% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 201'094 CHF | 69'531 CHF | 99.16% | 99.16% |
08.11.2024 | 3.92% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 187'576 CHF | 65'025 CHF | 99.16% | 99.16% |
07.11.2024 | 3.94% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 186'707 CHF | 64'736 CHF | 98.26% | 98.26% |