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 | 3.64% | 0.25 CHF | 0.28 CHF | 200'000 | 100'000 | 190'170 | 100'000 | 51'309 CHF | 27'983 CHF | 14.13% | 99.38% |
19.11.2024 | 3.81% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 197'802 | 100'000 | 50'934 CHF | 26'773 CHF | 100.00% | 100.00% |
18.11.2024 | 3.39% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 178'487 | 100'000 | 51'717 CHF | 29'989 CHF | 100.00% | 100.00% |
15.11.2024 | 3.29% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 171'814 | 100'000 | 51'286 CHF | 30'859 CHF | 99.99% | 99.99% |
14.11.2024 | 3.60% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 185'989 | 100'000 | 50'727 CHF | 28'320 CHF | 99.52% | 99.52% |
13.11.2024 | 3.55% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 183'523 | 99'703 | 51'144 CHF | 28'806 CHF | 99.32% | 99.32% |
12.11.2024 | 3.26% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 171'706 | 100'000 | 51'822 CHF | 31'196 CHF | 100.00% | 100.00% |
11.11.2024 | 2.65% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 140'000 | 100'000 | 52'238 CHF | 38'313 CHF | 100.00% | 100.00% |
08.11.2024 | 2.70% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 140'999 | 100'000 | 51'440 CHF | 37'493 CHF | 100.00% | 100.00% |
07.11.2024 | - | 0.36 CHF | 0.42 CHF | 140'000 | 25'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |