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 | 3.58% | 0.25 CHF | 0.28 CHF | 200'000 | 75'000 | 186'049 | 75'000 | 50'960 CHF | 21'303 CHF | 14.13% | 100.00% |
19.11.2024 | 3.84% | 0.26 CHF | 0.27 CHF | 200'000 | 75'000 | 199'164 | 75'000 | 50'918 CHF | 19'934 CHF | 99.99% | 99.99% |
18.11.2024 | 4.10% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 184'573 | 63'972 | 50'922 CHF | 18'309 CHF | 100.00% | 100.00% |
15.11.2024 | 3.46% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 180'615 | 74'909 | 51'509 CHF | 22'119 CHF | 100.00% | 100.00% |
14.11.2024 | 3.72% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 192'765 | 75'000 | 50'854 CHF | 20'612 CHF | 94.67% | 94.67% |
13.11.2024 | 4.23% | 0.24 CHF | 0.25 CHF | 210'000 | 75'000 | 215'824 | 74'473 | 50'516 CHF | 18'190 CHF | 99.25% | 99.25% |
12.11.2024 | 4.09% | 0.22 CHF | 0.23 CHF | 230'000 | 75'000 | 210'711 | 75'000 | 50'405 CHF | 18'709 CHF | 98.32% | 98.32% |
11.11.2024 | 3.47% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 180'178 | 75'000 | 51'108 CHF | 22'026 CHF | 100.00% | 100.00% |
08.11.2024 | 4.16% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 139'939 | 64'968 | 41'189 CHF | 19'918 CHF | 97.48% | 97.48% |
07.11.2024 | 2.55% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 127'433 | 72'309 | 51'725 CHF | 30'288 CHF | 95.57% | 95.57% |