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 | 3.57% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 185'142 | 100'000 | 50'909 CHF | 28'513 CHF | 100.00% | 100.00% |
19.11.2024 | 3.59% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 169'825 | 98'650 | 51'014 CHF | 30'663 CHF | 99.97% | 99.97% |
18.11.2024 | 3.76% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 195'870 | 100'000 | 51'170 CHF | 27'143 CHF | 100.00% | 100.00% |
15.11.2024 | 4.44% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 197'355 | 98'213 | 49'877 CHF | 25'825 CHF | 99.99% | 99.99% |
14.11.2024 | 4.20% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 205'913 | 99'347 | 50'484 CHF | 25'393 CHF | 99.27% | 99.27% |
13.11.2024 | 3.28% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 167'473 | 99'583 | 51'695 CHF | 31'764 CHF | 93.32% | 93.32% |
12.11.2024 | 3.07% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 161'940 | 100'000 | 51'976 CHF | 33'110 CHF | 99.99% | 99.99% |
11.11.2024 | 2.85% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 149'444 | 100'000 | 51'725 CHF | 35'621 CHF | 99.99% | 99.99% |
08.11.2024 | 2.34% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 123'286 | 100'000 | 52'044 CHF | 43'251 CHF | 100.00% | 100.00% |
07.11.2024 | 2.55% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 130'535 | 99'697 | 51'757 CHF | 40'611 CHF | 99.99% | 99.99% |