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 | 4.99% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 48'897 CHF | 20'559 CHF | 99.37% | 99.37% |
19.11.2024 | 4.15% | 0.23 CHF | 0.24 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 59'119 CHF | 24'648 CHF | 99.38% | 99.38% |
18.11.2024 | 4.32% | 0.22 CHF | 0.23 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 56'682 CHF | 23'673 CHF | 99.38% | 99.38% |
15.11.2024 | 4.75% | 0.22 CHF | 0.23 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 51'399 CHF | 21'559 CHF | 99.38% | 99.38% |
14.11.2024 | 4.57% | 0.21 CHF | 0.22 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 53'645 CHF | 22'458 CHF | 99.37% | 99.37% |
13.11.2024 | 4.40% | 0.24 CHF | 0.25 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 55'753 CHF | 23'301 CHF | 99.37% | 99.37% |
12.11.2024 | 4.80% | 0.24 CHF | 0.25 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 51'273 CHF | 21'509 CHF | 99.37% | 99.37% |
11.11.2024 | 5.80% | 0.16 CHF | 0.17 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 41'937 CHF | 17'775 CHF | 99.37% | 99.37% |
08.11.2024 | 5.55% | 0.16 CHF | 0.17 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 43'904 CHF | 18'562 CHF | 99.37% | 99.37% |
07.11.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 50'000 CHF | 21'000 CHF | 1.12% | 1.12% |