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 | 6.63% | 0.15 CHF | 0.16 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 36'521 CHF | 15'608 CHF | 99.17% | 99.17% |
19.11.2024 | 6.48% | 0.14 CHF | 0.15 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 37'343 CHF | 15'937 CHF | 99.17% | 99.17% |
18.11.2024 | 6.77% | 0.15 CHF | 0.16 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 35'720 CHF | 15'288 CHF | 99.23% | 99.23% |
15.11.2024 | 6.78% | 0.13 CHF | 0.14 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 35'702 CHF | 15'281 CHF | 99.17% | 99.17% |
14.11.2024 | 6.41% | 0.15 CHF | 0.16 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 37'768 CHF | 16'107 CHF | 99.16% | 99.16% |
13.11.2024 | 6.00% | 0.16 CHF | 0.17 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 40'454 CHF | 17'182 CHF | 99.17% | 99.17% |
12.11.2024 | 5.71% | 0.18 CHF | 0.19 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 42'595 CHF | 18'038 CHF | 99.17% | 99.17% |
11.11.2024 | 6.97% | 0.15 CHF | 0.16 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 34'719 CHF | 14'888 CHF | 99.17% | 99.17% |
08.11.2024 | 6.75% | 0.14 CHF | 0.15 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 35'831 CHF | 15'332 CHF | 99.17% | 99.17% |
07.11.2024 | 6.81% | 0.15 CHF | 0.16 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 35'489 CHF | 15'196 CHF | 98.65% | 98.65% |