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 | 6.44% | 0.15 CHF | 0.16 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 37'571 CHF | 40'071 CHF | 100.00% | 100.00% |
19.11.2024 | - | 0.15 CHF | 0.18 CHF | 100'000 | 100'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
18.11.2024 | 6.54% | 0.15 CHF | 0.16 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 37'025 CHF | 39'525 CHF | 99.60% | 99.60% |
15.11.2024 | 5.92% | 0.16 CHF | 0.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 32'845 CHF | 34'845 CHF | 100.00% | 100.00% |
14.11.2024 | 5.45% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 44'641 CHF | 47'141 CHF | 94.79% | 94.79% |
13.11.2024 | 5.76% | 0.17 CHF | 0.18 CHF | 250'000 | 250'000 | 248'382 | 248'382 | 41'863 CHF | 44'347 CHF | 98.88% | 98.88% |
12.11.2024 | 5.17% | 0.18 CHF | 0.19 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 37'716 CHF | 39'716 CHF | 100.00% | 100.00% |
11.11.2024 | 4.74% | 0.20 CHF | 0.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 41'223 CHF | 43'223 CHF | 100.00% | 100.00% |
08.11.2024 | 4.81% | 0.20 CHF | 0.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 40'624 CHF | 42'624 CHF | 100.00% | 100.00% |
07.11.2024 | 4.63% | 0.20 CHF | 0.21 CHF | 200'000 | 200'000 | 194'805 | 194'805 | 41'482 CHF | 43'438 CHF | 99.06% | 99.06% |