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 | 4.28% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 140'000 | 100'000 | 51'878 CHF | 38'676 CHF | 100.00% | 100.00% |
19.11.2024 | 4.29% | 0.35 CHF | 0.37 CHF | 150'000 | 100'000 | 139'712 | 100'000 | 52'293 CHF | 39'138 CHF | 100.00% | 100.00% |
18.11.2024 | 3.80% | 0.39 CHF | 0.41 CHF | 130'000 | 100'000 | 130'932 | 100'000 | 51'659 CHF | 40'993 CHF | 100.00% | 100.00% |
15.11.2024 | 4.00% | 0.38 CHF | 0.40 CHF | 140'000 | 100'000 | 133'086 | 100'000 | 51'778 CHF | 40'516 CHF | 99.99% | 99.99% |
14.11.2024 | 3.60% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 131'192 | 100'000 | 52'392 CHF | 41'414 CHF | 99.52% | 99.52% |
13.11.2024 | 3.68% | 0.40 CHF | 0.42 CHF | 130'000 | 100'000 | 128'845 | 99'147 | 52'208 CHF | 41'686 CHF | 99.32% | 99.32% |
12.11.2024 | 3.84% | 0.41 CHF | 0.43 CHF | 130'000 | 100'000 | 121'225 | 100'000 | 50'965 CHF | 43'698 CHF | 100.00% | 100.00% |
11.11.2024 | 3.76% | 0.43 CHF | 0.45 CHF | 120'000 | 100'000 | 120'000 | 100'000 | 52'173 CHF | 45'143 CHF | 100.00% | 100.00% |
08.11.2024 | 3.46% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 120'000 | 100'000 | 51'373 CHF | 44'318 CHF | 100.00% | 100.00% |
07.11.2024 | 3.70% | 0.44 CHF | 0.46 CHF | 120'000 | 100'000 | 120'000 | 97'408 | 52'312 CHF | 44'060 CHF | 99.13% | 99.13% |