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 | 6.04% | 0.16 CHF | 0.17 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 20'086 CHF | 21'336 CHF | 99.57% | 99.57% |
19.11.2024 | 5.96% | 0.16 CHF | 0.17 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 20'360 CHF | 21'610 CHF | 99.57% | 99.57% |
18.11.2024 | 5.27% | 0.17 CHF | 0.18 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 18'491 CHF | 19'491 CHF | 99.42% | 99.49% |
15.11.2024 | 4.66% | 0.20 CHF | 0.21 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 18'891 CHF | 19'791 CHF | 98.82% | 98.88% |
14.11.2024 | 4.01% | 0.23 CHF | 0.24 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 19'692 CHF | 20'492 CHF | 99.03% | 99.03% |
13.11.2024 | 3.61% | 0.28 CHF | 0.29 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 21'754 CHF | 22'554 CHF | 99.51% | 99.51% |
12.11.2024 | 3.48% | 0.28 CHF | 0.29 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 19'803 CHF | 20'503 CHF | 99.54% | 99.54% |
11.11.2024 | 3.29% | 0.30 CHF | 0.31 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 23'890 CHF | 24'690 CHF | 99.49% | 99.49% |
08.11.2024 | 3.35% | 0.28 CHF | 0.29 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 23'493 CHF | 24'293 CHF | 99.55% | 99.55% |
07.11.2024 | 3.29% | 0.29 CHF | 0.30 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 23'906 CHF | 24'706 CHF | 99.42% | 99.50% |