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 | 4.60% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 237'345 | 100'000 | 50'448 CHF | 22'266 CHF | 100.00% | 100.00% |
19.11.2024 | 4.96% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 230'619 | 98'650 | 49'717 CHF | 22'283 CHF | 100.00% | 100.00% |
18.11.2024 | 4.83% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 248'057 | 100'000 | 50'147 CHF | 21'231 CHF | 100.00% | 100.00% |
15.11.2024 | 5.77% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 266'848 | 98'303 | 50'117 CHF | 19'465 CHF | 100.00% | 100.00% |
14.11.2024 | 6.13% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 307'383 | 99'349 | 50'693 CHF | 17'403 CHF | 99.28% | 99.28% |
13.11.2024 | 5.57% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 277'764 | 99'422 | 50'306 CHF | 19'020 CHF | 97.20% | 97.20% |
12.11.2024 | 5.09% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 265'528 | 100'000 | 50'878 CHF | 20'181 CHF | 100.00% | 100.00% |
11.11.2024 | 4.25% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 219'751 | 100'000 | 50'557 CHF | 24'025 CHF | 100.00% | 100.00% |
08.11.2024 | 4.11% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 211'323 | 100'000 | 50'376 CHF | 24'868 CHF | 100.00% | 100.00% |
07.11.2024 | 4.15% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 209'363 | 99'694 | 50'363 CHF | 25'023 CHF | 100.00% | 100.00% |