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 | 4.61% | 0.20 CHF | 0.21 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 27'571 CHF | 28'871 CHF | 100.00% | 100.00% |
19.11.2024 | 4.12% | 0.21 CHF | 0.22 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 31'044 CHF | 32'344 CHF | 99.37% | 99.37% |
18.11.2024 | 4.56% | 0.27 CHF | 0.28 CHF | 140'000 | 140'000 | 139'988 | 139'988 | 30'344 CHF | 31'744 CHF | 97.90% | 97.90% |
15.11.2024 | 4.56% | 0.19 CHF | 0.20 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 27'941 CHF | 29'241 CHF | 99.02% | 99.02% |
14.11.2024 | 4.12% | 0.26 CHF | 0.27 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 28'612 CHF | 29'812 CHF | 99.95% | 99.95% |
13.11.2024 | 5.05% | 0.30 CHF | 0.31 CHF | 130'000 | 130'000 | 129'935 | 129'935 | 26'046 CHF | 27'346 CHF | 98.85% | 98.85% |
12.11.2024 | 2.23% | 0.31 CHF | 0.32 CHF | 110'000 | 110'000 | 109'907 | 109'907 | 48'996 CHF | 50'095 CHF | 98.25% | 98.25% |
11.11.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 110'000 | 110'000 | 109'963 | 109'963 | 56'353 CHF | 57'453 CHF | 100.00% | 100.00% |
08.11.2024 | 2.16% | 0.47 CHF | 0.48 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 50'391 CHF | 51'491 CHF | 98.58% | 98.58% |
07.11.2024 | 2.08% | 0.46 CHF | 0.47 CHF | 120'000 | 120'000 | 111'242 | 111'242 | 52'874 CHF | 53'987 CHF | 97.68% | 97.68% |