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 | 7.47% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 96'824 CHF | 34'775 CHF | 99.37% | 99.37% |
19.11.2024 | 7.80% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 92'569 CHF | 33'357 CHF | 99.37% | 99.37% |
18.11.2024 | 6.68% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 108'811 CHF | 38'770 CHF | 99.22% | 99.22% |
15.11.2024 | 5.46% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 133'911 CHF | 47'137 CHF | 99.37% | 99.37% |
14.11.2024 | 4.54% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 161'531 CHF | 56'344 CHF | 99.37% | 99.37% |
13.11.2024 | 4.59% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 159'567 CHF | 55'689 CHF | 99.37% | 99.37% |
12.11.2024 | 3.97% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 185'370 CHF | 64'290 CHF | 99.37% | 99.37% |
11.11.2024 | 3.59% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 205'204 CHF | 70'901 CHF | 99.37% | 99.37% |
08.11.2024 | 4.07% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 180'661 CHF | 62'720 CHF | 99.36% | 99.36% |
07.11.2024 | 4.44% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 165'801 CHF | 57'767 CHF | 99.28% | 99.28% |