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 | 6.36% | 0.14 CHF | 0.15 CHF | 200'000 | 200'000 | 197'159 | 197'159 | 30'054 CHF | 32'025 CHF | 100.00% | 100.00% |
19.11.2024 | 5.49% | 0.16 CHF | 0.17 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 26'617 CHF | 28'117 CHF | 100.00% | 100.00% |
18.11.2024 | 5.14% | 0.19 CHF | 0.20 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 28'435 CHF | 29'935 CHF | 100.00% | 100.00% |
15.11.2024 | 4.85% | 0.20 CHF | 0.21 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 30'203 CHF | 31'703 CHF | 100.00% | 100.00% |
14.11.2024 | 5.02% | 0.20 CHF | 0.21 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 29'145 CHF | 30'645 CHF | 99.36% | 99.36% |
13.11.2024 | 4.99% | 0.19 CHF | 0.20 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 29'363 CHF | 30'863 CHF | 100.00% | 100.00% |
12.11.2024 | 4.74% | 0.20 CHF | 0.21 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 28'893 CHF | 30'295 CHF | 100.00% | 100.00% |
11.11.2024 | 5.25% | 0.22 CHF | 0.23 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 33'311 CHF | 35'107 CHF | 99.93% | 99.93% |
08.11.2024 | 4.92% | 0.20 CHF | 0.21 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 29'834 CHF | 31'338 CHF | 100.00% | 100.00% |
07.11.2024 | 5.26% | 0.21 CHF | 0.23 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 30'617 CHF | 32'270 CHF | 100.00% | 100.00% |