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 | 5.34% | 0.19 CHF | 0.20 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 45'568 CHF | 19'227 CHF | 99.37% | 99.37% |
19.11.2024 | 4.52% | 0.21 CHF | 0.22 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 54'104 CHF | 22'641 CHF | 99.38% | 99.38% |
18.11.2024 | 4.70% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 51'936 CHF | 21'774 CHF | 99.38% | 99.38% |
15.11.2024 | 5.12% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 47'589 CHF | 20'036 CHF | 99.38% | 99.38% |
14.11.2024 | 4.96% | 0.19 CHF | 0.20 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 49'285 CHF | 20'714 CHF | 99.38% | 99.38% |
13.11.2024 | 4.77% | 0.22 CHF | 0.23 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 51'307 CHF | 21'523 CHF | 99.37% | 99.37% |
12.11.2024 | 5.16% | 0.22 CHF | 0.23 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 47'593 CHF | 20'037 CHF | 99.37% | 99.37% |
11.11.2024 | 6.10% | 0.15 CHF | 0.16 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 39'813 CHF | 16'925 CHF | 99.38% | 99.38% |
08.11.2024 | 5.85% | 0.16 CHF | 0.17 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 41'578 CHF | 17'631 CHF | 99.37% | 99.37% |
07.11.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 45'000 CHF | 19'000 CHF | 1.12% | 1.12% |