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 | 4.59% | 0.20 CHF | 0.21 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 36'177 CHF | 37'877 CHF | 100.00% | 100.00% |
19.11.2024 | 4.46% | 0.22 CHF | 0.23 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 37'283 CHF | 38'983 CHF | 100.00% | 100.00% |
18.11.2024 | 4.56% | 0.24 CHF | 0.25 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 36'506 CHF | 38'206 CHF | 100.00% | 100.00% |
15.11.2024 | 4.64% | 0.22 CHF | 0.23 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 35'818 CHF | 37'518 CHF | 100.00% | 100.00% |
14.11.2024 | 5.18% | 0.20 CHF | 0.21 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 32'020 CHF | 33'720 CHF | 99.33% | 99.33% |
13.11.2024 | 6.66% | 0.15 CHF | 0.16 CHF | 170'000 | 170'000 | 171'300 | 171'300 | 24'917 CHF | 26'630 CHF | 100.00% | 100.00% |
12.11.2024 | 5.53% | 0.14 CHF | 0.15 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 30'038 CHF | 31'738 CHF | 100.00% | 100.00% |
11.11.2024 | 4.58% | 0.20 CHF | 0.21 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 36'332 CHF | 38'032 CHF | 99.93% | 99.93% |
08.11.2024 | 4.38% | 0.21 CHF | 0.22 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 38'065 CHF | 39'765 CHF | 100.00% | 100.00% |
07.11.2024 | 3.82% | 0.26 CHF | 0.27 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 43'653 CHF | 45'353 CHF | 100.00% | 100.00% |