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 | 5.70% | 0.17 CHF | 0.18 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 42'580 CHF | 18'032 CHF | 99.17% | 99.17% |
19.11.2024 | 5.87% | 0.17 CHF | 0.18 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 41'410 CHF | 17'564 CHF | 99.17% | 99.17% |
18.11.2024 | 5.57% | 0.16 CHF | 0.17 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 43'724 CHF | 18'489 CHF | 99.23% | 99.23% |
15.11.2024 | 5.59% | 0.19 CHF | 0.20 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 43'495 CHF | 18'398 CHF | 99.17% | 99.17% |
14.11.2024 | 5.79% | 0.17 CHF | 0.18 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 41'922 CHF | 17'769 CHF | 99.16% | 99.16% |
13.11.2024 | 6.18% | 0.15 CHF | 0.16 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 39'264 CHF | 16'706 CHF | 99.17% | 99.17% |
12.11.2024 | 6.51% | 0.14 CHF | 0.15 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 37'208 CHF | 15'883 CHF | 99.17% | 99.17% |
11.11.2024 | 5.40% | 0.17 CHF | 0.18 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 45'116 CHF | 19'046 CHF | 99.17% | 99.17% |
08.11.2024 | 5.51% | 0.18 CHF | 0.19 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 44'125 CHF | 18'650 CHF | 99.17% | 99.17% |
07.11.2024 | 5.47% | 0.17 CHF | 0.18 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 44'511 CHF | 18'805 CHF | 98.65% | 98.65% |