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 | 3.93% | 0.24 CHF | 0.25 CHF | 210'000 | 75'000 | 200'428 | 75'000 | 50'017 CHF | 19'468 CHF | 14.13% | 100.00% |
19.11.2024 | 4.23% | 0.23 CHF | 0.24 CHF | 220'000 | 75'000 | 218'585 | 75'000 | 50'572 CHF | 18'106 CHF | 100.00% | 100.00% |
18.11.2024 | 3.80% | 0.25 CHF | 0.26 CHF | 200'000 | 75'000 | 198'486 | 75'000 | 51'235 CHF | 20'116 CHF | 100.00% | 100.00% |
15.11.2024 | 3.37% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 175'986 | 75'000 | 51'360 CHF | 22'660 CHF | 100.00% | 100.00% |
14.11.2024 | 3.03% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 161'042 | 75'000 | 52'311 CHF | 25'119 CHF | 99.22% | 99.22% |
13.11.2024 | 3.05% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 160'000 | 74'159 | 51'634 CHF | 24'667 CHF | 99.36% | 99.36% |
12.11.2024 | 2.81% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 149'327 | 75'000 | 52'331 CHF | 27'037 CHF | 100.00% | 100.00% |
11.11.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 140'000 | 75'000 | 140'000 | 75'000 | 51'974 CHF | 28'593 CHF | 100.00% | 100.00% |
08.11.2024 | 2.85% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 148'780 | 75'000 | 51'476 CHF | 26'708 CHF | 100.00% | 100.00% |
07.11.2024 | 3.01% | 0.34 CHF | 0.35 CHF | 150'000 | 75'000 | 159'174 | 72'396 | 52'098 CHF | 24'499 CHF | 98.73% | 98.73% |