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 | 4.08% | 0.32 CHF | 0.34 CHF | 160'000 | 100'000 | 160'000 | 100'000 | 52'311 CHF | 34'056 CHF | 100.00% | 100.00% |
19.11.2024 | 3.95% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 156'100 | 100'000 | 51'669 CHF | 34'529 CHF | 100.00% | 100.00% |
18.11.2024 | 4.12% | 0.35 CHF | 0.37 CHF | 150'000 | 100'000 | 148'045 | 100'000 | 51'823 CHF | 36'493 CHF | 100.00% | 100.00% |
15.11.2024 | 3.95% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 148'721 | 100'000 | 51'392 CHF | 35'974 CHF | 99.99% | 99.99% |
14.11.2024 | 4.30% | 0.36 CHF | 0.38 CHF | 140'000 | 100'000 | 144'244 | 100'000 | 51'074 CHF | 36'995 CHF | 99.52% | 99.52% |
13.11.2024 | 4.22% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 142'592 | 99'147 | 51'340 CHF | 37'253 CHF | 99.32% | 99.32% |
12.11.2024 | 3.76% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 140'000 | 100'000 | 52'779 CHF | 39'144 CHF | 100.00% | 100.00% |
11.11.2024 | 3.64% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 130'000 | 100'000 | 50'886 CHF | 40'594 CHF | 100.00% | 100.00% |
08.11.2024 | 3.95% | 0.38 CHF | 0.40 CHF | 140'000 | 100'000 | 136'750 | 100'000 | 52'377 CHF | 39'862 CHF | 100.00% | 100.00% |
07.11.2024 | 3.91% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 132'081 | 97'408 | 51'677 CHF | 39'651 CHF | 99.13% | 99.13% |