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 | 3.74% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 130'877 | 100'000 | 51'272 CHF | 40'676 CHF | 100.00% | 100.00% |
19.11.2024 | 4.07% | 0.37 CHF | 0.39 CHF | 140'000 | 100'000 | 131'883 | 100'000 | 51'996 CHF | 41'138 CHF | 100.00% | 100.00% |
18.11.2024 | 3.62% | 0.41 CHF | 0.43 CHF | 130'000 | 100'000 | 124'419 | 100'000 | 51'560 CHF | 42'993 CHF | 100.00% | 100.00% |
15.11.2024 | 3.80% | 0.40 CHF | 0.42 CHF | 130'000 | 100'000 | 127'490 | 100'000 | 52'152 CHF | 42'516 CHF | 99.99% | 99.99% |
14.11.2024 | 3.43% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 122'577 | 100'000 | 51'388 CHF | 43'414 CHF | 99.52% | 99.52% |
13.11.2024 | 3.52% | 0.42 CHF | 0.44 CHF | 120'000 | 100'000 | 120'585 | 99'147 | 51'280 CHF | 43'674 CHF | 99.32% | 99.32% |
12.11.2024 | 3.67% | 0.43 CHF | 0.45 CHF | 120'000 | 100'000 | 120'000 | 100'000 | 52'862 CHF | 45'699 CHF | 100.00% | 100.00% |
11.11.2024 | 3.60% | 0.45 CHF | 0.47 CHF | 120'000 | 100'000 | 115'257 | 100'000 | 52'391 CHF | 47'143 CHF | 100.00% | 100.00% |
08.11.2024 | 3.31% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 120'000 | 100'000 | 53'773 CHF | 46'318 CHF | 100.00% | 100.00% |
07.11.2024 | 3.54% | 0.46 CHF | 0.48 CHF | 110'000 | 100'000 | 112'668 | 97'408 | 51'339 CHF | 46'009 CHF | 99.13% | 99.13% |