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 | 5.33% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 137'171 CHF | 48'224 CHF | 99.17% | 99.17% |
19.11.2024 | 5.13% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 142'402 CHF | 49'967 CHF | 99.16% | 99.16% |
18.11.2024 | 5.77% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 126'341 CHF | 44'614 CHF | 98.78% | 98.78% |
15.11.2024 | 5.86% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 124'553 CHF | 44'018 CHF | 99.17% | 99.17% |
14.11.2024 | 6.81% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 106'513 CHF | 38'004 CHF | 99.16% | 99.16% |
13.11.2024 | 6.51% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 111'691 CHF | 39'730 CHF | 98.93% | 98.93% |
12.11.2024 | 7.92% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 91'973 CHF | 33'158 CHF | 99.16% | 99.16% |
11.11.2024 | 9.03% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 79'475 CHF | 28'992 CHF | 99.16% | 99.16% |
08.11.2024 | 7.11% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 101'862 CHF | 36'454 CHF | 99.16% | 99.16% |
07.11.2024 | 7.17% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 101'026 CHF | 36'175 CHF | 98.26% | 98.26% |