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 | 4.43% | 0.32 CHF | 0.33 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 39'748 CHF | 41'548 CHF | 100.00% | 100.00% |
19.11.2024 | 4.38% | 0.34 CHF | 0.35 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 40'218 CHF | 42'018 CHF | 100.00% | 100.00% |
18.11.2024 | 4.04% | 0.37 CHF | 0.38 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 43'708 CHF | 45'508 CHF | 100.00% | 100.00% |
15.11.2024 | 3.77% | 0.37 CHF | 0.39 CHF | 120'000 | 120'000 | 115'505 | 115'505 | 45'070 CHF | 46'803 CHF | 100.00% | 100.00% |
14.11.2024 | 3.69% | 0.42 CHF | 0.43 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 47'993 CHF | 49'793 CHF | 100.00% | 100.00% |
13.11.2024 | 3.83% | 0.38 CHF | 0.39 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 46'105 CHF | 47'905 CHF | 100.00% | 100.00% |
12.11.2024 | 3.61% | 0.39 CHF | 0.40 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 45'001 CHF | 46'651 CHF | 100.00% | 100.00% |
11.11.2024 | 3.34% | 0.48 CHF | 0.50 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 50'556 CHF | 52'272 CHF | 100.00% | 100.00% |
08.11.2024 | 3.27% | 0.45 CHF | 0.47 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 45'667 CHF | 47'186 CHF | 98.90% | 98.90% |
07.11.2024 | 3.82% | 0.51 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'385 CHF | 53'385 CHF | 100.00% | 100.00% |