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 | 5.63% | 0.18 CHF | 0.19 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 31'112 CHF | 32'912 CHF | 100.00% | 100.00% |
19.11.2024 | 5.11% | 0.17 CHF | 0.18 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 34'603 CHF | 36'403 CHF | 100.00% | 100.00% |
18.11.2024 | 5.99% | 0.15 CHF | 0.16 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 29'228 CHF | 31'028 CHF | 100.00% | 100.00% |
15.11.2024 | 5.80% | 0.16 CHF | 0.17 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 30'392 CHF | 32'192 CHF | 100.00% | 100.00% |
14.11.2024 | 4.38% | 0.22 CHF | 0.23 CHF | 180'000 | 180'000 | 181'848 | 181'848 | 41'064 CHF | 42'883 CHF | 99.33% | 99.33% |
13.11.2024 | 3.48% | 0.30 CHF | 0.31 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 53'740 CHF | 55'640 CHF | 100.00% | 100.00% |
12.11.2024 | 4.14% | 0.29 CHF | 0.30 CHF | 190'000 | 190'000 | 181'938 | 181'938 | 43'393 CHF | 45'212 CHF | 100.00% | 100.00% |
11.11.2024 | 5.37% | 0.19 CHF | 0.20 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 32'704 CHF | 34'504 CHF | 99.93% | 99.93% |
08.11.2024 | 5.29% | 0.18 CHF | 0.19 CHF | 180'000 | 180'000 | 179'989 | 179'989 | 33'177 CHF | 34'977 CHF | 100.00% | 100.00% |
07.11.2024 | 7.10% | 0.12 CHF | 0.13 CHF | 170'000 | 170'000 | 171'564 | 171'564 | 23'755 CHF | 25'470 CHF | 100.00% | 100.00% |