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 | 4.72% | 0.19 CHF | 0.20 CHF | 190'000 | 190'000 | 187'159 | 187'159 | 38'713 CHF | 40'585 CHF | 100.00% | 100.00% |
19.11.2024 | 4.20% | 0.21 CHF | 0.22 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 37'309 CHF | 38'909 CHF | 100.00% | 100.00% |
18.11.2024 | 3.99% | 0.25 CHF | 0.26 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 39'290 CHF | 40'890 CHF | 100.00% | 100.00% |
15.11.2024 | 3.81% | 0.26 CHF | 0.27 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 38'631 CHF | 40'131 CHF | 100.00% | 100.00% |
14.11.2024 | 3.89% | 0.26 CHF | 0.27 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 40'306 CHF | 41'906 CHF | 99.36% | 99.36% |
13.11.2024 | 3.90% | 0.25 CHF | 0.26 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 40'281 CHF | 41'881 CHF | 100.00% | 100.00% |
12.11.2024 | 3.76% | 0.25 CHF | 0.26 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 39'227 CHF | 40'731 CHF | 100.00% | 100.00% |
11.11.2024 | 5.29% | 0.27 CHF | 0.28 CHF | 160'000 | 160'000 | 159'980 | 159'980 | 44'016 CHF | 46'407 CHF | 99.93% | 99.93% |
08.11.2024 | 3.88% | 0.26 CHF | 0.27 CHF | 160'000 | 160'000 | 157'586 | 157'586 | 40'087 CHF | 41'672 CHF | 100.00% | 100.00% |
07.11.2024 | 5.19% | 0.27 CHF | 0.28 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 40'851 CHF | 43'030 CHF | 100.00% | 100.00% |