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 | 6.00% | 0.23 CHF | 0.25 CHF | 220'000 | 75'000 | 198'390 | 75'000 | 50'932 CHF | 20'562 CHF | 100.00% | 100.00% |
19.11.2024 | 3.97% | 0.24 CHF | 0.25 CHF | 210'000 | 75'000 | 204'908 | 75'000 | 50'564 CHF | 19'351 CHF | 99.72% | 99.72% |
18.11.2024 | 3.88% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 191'034 | 71'308 | 51'360 CHF | 19'926 CHF | 91.45% | 91.45% |
15.11.2024 | 3.15% | 0.29 CHF | 0.30 CHF | 180'000 | 75'000 | 166'052 | 75'000 | 51'833 CHF | 24'191 CHF | 100.00% | 100.00% |
14.11.2024 | 3.34% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 175'377 | 75'000 | 51'717 CHF | 22'973 CHF | 96.08% | 96.08% |
13.11.2024 | 3.85% | 0.25 CHF | 0.26 CHF | 200'000 | 75'000 | 197'538 | 74'351 | 50'772 CHF | 19'882 CHF | 84.33% | 84.33% |
12.11.2024 | 3.04% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 160'922 | 75'000 | 52'124 CHF | 25'101 CHF | 88.09% | 88.09% |
11.11.2024 | 3.21% | 0.31 CHF | 0.32 CHF | 170'000 | 75'000 | 153'153 | 72'496 | 49'427 CHF | 24'176 CHF | 74.49% | 74.49% |
08.11.2024 | 3.59% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 185'926 | 75'000 | 50'900 CHF | 21'314 CHF | 97.61% | 97.61% |
07.11.2024 | 3.44% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 173'907 | 73'697 | 51'686 CHF | 22'743 CHF | 98.73% | 98.73% |