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 | 4.46% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 230'494 | 100'000 | 50'552 CHF | 22'951 CHF | 100.00% | 100.00% |
19.11.2024 | 4.39% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 203'260 | 98'650 | 49'721 CHF | 25'161 CHF | 99.98% | 99.98% |
18.11.2024 | 4.77% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 245'924 | 100'000 | 50'374 CHF | 21'523 CHF | 100.00% | 100.00% |
15.11.2024 | 5.65% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 250'013 | 98'213 | 49'396 CHF | 20'428 CHF | 99.99% | 99.99% |
14.11.2024 | 5.41% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 265'307 | 99'348 | 50'164 CHF | 19'851 CHF | 99.26% | 99.26% |
13.11.2024 | 3.98% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 199'331 | 99'593 | 50'506 CHF | 26'257 CHF | 95.69% | 95.69% |
12.11.2024 | 3.69% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 193'259 | 100'000 | 51'424 CHF | 27'630 CHF | 99.99% | 99.99% |
11.11.2024 | 3.38% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 177'272 | 100'000 | 51'525 CHF | 30'080 CHF | 99.99% | 99.99% |
08.11.2024 | 2.69% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 141'899 | 100'000 | 51'944 CHF | 37'647 CHF | 100.00% | 100.00% |
07.11.2024 | 2.96% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 152'532 | 99'697 | 51'939 CHF | 35'032 CHF | 99.99% | 99.99% |