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 | 3.20% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 170'517 | 100'000 | 52'374 CHF | 31'734 CHF | 100.00% | 100.00% |
19.11.2024 | 3.42% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 177'817 | 100'000 | 51'117 CHF | 29'766 CHF | 100.00% | 100.00% |
18.11.2024 | 3.59% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 186'301 | 100'000 | 50'967 CHF | 28'370 CHF | 100.00% | 100.00% |
15.11.2024 | 3.45% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 179'814 | 100'000 | 51'281 CHF | 29'526 CHF | 100.00% | 100.00% |
14.11.2024 | 3.65% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 188'871 | 100'000 | 50'773 CHF | 27'938 CHF | 67.27% | 67.27% |
13.11.2024 | 4.26% | 0.24 CHF | 0.25 CHF | 204'323 | 100'000 | 203'941 | 99'092 | 47'432 CHF | 24'048 CHF | 91.94% | 91.94% |
12.11.2024 | 3.14% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 165'059 | 100'000 | 51'721 CHF | 32'426 CHF | 100.00% | 100.00% |
11.11.2024 | 2.46% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 131'382 | 100'000 | 52'704 CHF | 41'149 CHF | 100.00% | 100.00% |
08.11.2024 | 2.55% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 133'419 | 100'000 | 51'566 CHF | 39'673 CHF | 100.00% | 100.00% |
07.11.2024 | 2.57% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 130'171 | 97'395 | 51'326 CHF | 39'411 CHF | 98.73% | 98.73% |