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 | 4.47% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 150'000 | 100'000 | 52'144 CHF | 36'354 CHF | 100.00% | 100.00% |
19.11.2024 | 4.45% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 146'157 | 100'000 | 51'374 CHF | 36'844 CHF | 100.00% | 100.00% |
18.11.2024 | 3.64% | 0.37 CHF | 0.39 CHF | 140'000 | 100'000 | 140'000 | 100'000 | 52'090 CHF | 38'587 CHF | 100.00% | 100.00% |
15.11.2024 | 3.94% | 0.36 CHF | 0.38 CHF | 140'000 | 100'000 | 140'628 | 100'000 | 51'573 CHF | 38'151 CHF | 99.99% | 99.99% |
14.11.2024 | 4.06% | 0.38 CHF | 0.40 CHF | 140'000 | 100'000 | 139'239 | 100'000 | 52'301 CHF | 39'129 CHF | 99.52% | 99.52% |
13.11.2024 | 4.01% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 136'402 | 99'147 | 52'038 CHF | 39'388 CHF | 99.32% | 99.32% |
12.11.2024 | 4.25% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 130'000 | 100'000 | 51'654 CHF | 41'459 CHF | 100.00% | 100.00% |
11.11.2024 | 4.11% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 128'300 | 100'000 | 52'807 CHF | 42'898 CHF | 100.00% | 100.00% |
08.11.2024 | 3.55% | 0.40 CHF | 0.42 CHF | 130'000 | 100'000 | 130'000 | 100'000 | 52'640 CHF | 41'954 CHF | 100.00% | 100.00% |
07.11.2024 | 3.67% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 125'089 | 97'408 | 51'578 CHF | 41'696 CHF | 99.13% | 99.13% |