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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 5.16% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 113'674 CHF | 39'891 CHF | 99.43% | 99.43% |
20.11.2024 | 6.07% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 95'811 CHF | 33'937 CHF | 99.00% | 99.00% |
19.11.2024 | 6.07% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 95'858 CHF | 33'953 CHF | 99.44% | 99.44% |
18.11.2024 | 6.43% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 90'300 CHF | 32'100 CHF | 97.69% | 97.69% |
15.11.2024 | 7.25% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 79'888 CHF | 28'629 CHF | 99.44% | 99.44% |
14.11.2024 | 7.34% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 78'744 CHF | 28'248 CHF | 99.09% | 99.09% |
13.11.2024 | 7.98% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 72'183 CHF | 26'061 CHF | 96.57% | 96.57% |
12.11.2024 | 7.90% | 0.13 CHF | 0.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 73'010 CHF | 26'337 CHF | 96.35% | 96.35% |
11.11.2024 | 6.97% | 0.13 CHF | 0.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 83'165 CHF | 29'722 CHF | 98.66% | 98.66% |
08.11.2024 | 9.31% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 61'642 CHF | 22'547 CHF | 90.62% | 90.62% |