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 | 4.16% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 213'808 | 100'000 | 50'342 CHF | 24'619 CHF | 100.00% | 100.00% |
19.11.2024 | 4.73% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 218'438 | 98'649 | 49'749 CHF | 23'508 CHF | 99.94% | 99.94% |
18.11.2024 | 3.80% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 199'798 | 100'000 | 51'633 CHF | 26'844 CHF | 100.00% | 100.00% |
15.11.2024 | 4.00% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 180'959 | 98'210 | 50'467 CHF | 28'431 CHF | 99.99% | 99.99% |
14.11.2024 | 3.87% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 191'601 | 99'347 | 50'885 CHF | 27'420 CHF | 99.25% | 99.25% |
13.11.2024 | 3.75% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 186'512 | 99'535 | 50'427 CHF | 27'963 CHF | 83.74% | 83.74% |
12.11.2024 | 3.74% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 195'273 | 100'000 | 51'277 CHF | 27'281 CHF | 100.00% | 100.00% |
11.11.2024 | 3.55% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 185'250 | 100'000 | 51'294 CHF | 28'715 CHF | 99.99% | 99.99% |
08.11.2024 | 3.33% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 175'500 | 100'000 | 51'758 CHF | 30'510 CHF | 100.00% | 100.00% |
07.11.2024 | 3.05% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 157'475 | 99'697 | 52'026 CHF | 33'950 CHF | 99.99% | 99.99% |