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 | 5.30% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 169'976 | 100'000 | 52'335 CHF | 32'469 CHF | 100.00% | 100.00% |
19.11.2024 | 5.07% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 165'353 | 100'000 | 51'600 CHF | 32'922 CHF | 100.00% | 100.00% |
18.11.2024 | 4.14% | 0.33 CHF | 0.35 CHF | 160'000 | 100'000 | 156'424 | 100'000 | 51'962 CHF | 34'642 CHF | 100.00% | 100.00% |
15.11.2024 | 4.45% | 0.32 CHF | 0.34 CHF | 160'000 | 100'000 | 158'274 | 100'000 | 51'711 CHF | 34'182 CHF | 99.99% | 99.99% |
14.11.2024 | 4.31% | 0.34 CHF | 0.36 CHF | 150'000 | 100'000 | 153'374 | 100'000 | 51'658 CHF | 35'187 CHF | 99.52% | 99.52% |
13.11.2024 | 4.03% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 150'897 | 99'147 | 51'789 CHF | 35'435 CHF | 99.32% | 99.32% |
12.11.2024 | 4.76% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 142'380 | 100'000 | 50'900 CHF | 37'507 CHF | 100.00% | 100.00% |
11.11.2024 | 4.64% | 0.37 CHF | 0.39 CHF | 140'000 | 100'000 | 140'000 | 100'000 | 52'104 CHF | 38'985 CHF | 100.00% | 100.00% |
08.11.2024 | 3.85% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 140'000 | 100'000 | 51'238 CHF | 38'033 CHF | 100.00% | 100.00% |
07.11.2024 | 4.20% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 140'190 | 97'408 | 52'375 CHF | 37'958 CHF | 99.13% | 99.13% |