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 | 4.29% | 0.24 CHF | 0.25 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 41'091 CHF | 42'891 CHF | 100.00% | 100.00% |
19.11.2024 | 3.97% | 0.22 CHF | 0.23 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 44'692 CHF | 46'492 CHF | 100.00% | 100.00% |
18.11.2024 | 4.49% | 0.21 CHF | 0.22 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 39'233 CHF | 41'033 CHF | 100.00% | 100.00% |
15.11.2024 | 4.37% | 0.22 CHF | 0.23 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 40'472 CHF | 42'272 CHF | 100.00% | 100.00% |
14.11.2024 | 3.51% | 0.27 CHF | 0.28 CHF | 180'000 | 180'000 | 181'847 | 181'847 | 51'227 CHF | 53'045 CHF | 99.39% | 99.39% |
13.11.2024 | 2.91% | 0.35 CHF | 0.36 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 64'461 CHF | 66'361 CHF | 100.00% | 100.00% |
12.11.2024 | 3.35% | 0.35 CHF | 0.36 CHF | 190'000 | 190'000 | 181'938 | 181'938 | 53'678 CHF | 55'498 CHF | 100.00% | 100.00% |
11.11.2024 | 4.13% | 0.24 CHF | 0.25 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 42'753 CHF | 44'553 CHF | 99.93% | 99.93% |
08.11.2024 | 4.11% | 0.24 CHF | 0.25 CHF | 180'000 | 180'000 | 179'989 | 179'989 | 42'980 CHF | 44'780 CHF | 100.00% | 100.00% |
07.11.2024 | 5.09% | 0.18 CHF | 0.19 CHF | 170'000 | 170'000 | 171'559 | 171'559 | 33'226 CHF | 34'942 CHF | 100.00% | 100.00% |