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 | 3.98% | 0.25 CHF | 0.26 CHF | 170'000 | 170'000 | 166'395 | 166'395 | 40'950 CHF | 42'614 CHF | 100.00% | 100.00% |
19.11.2024 | 4.12% | 0.24 CHF | 0.25 CHF | 180'000 | 180'000 | 175'306 | 175'306 | 41'638 CHF | 43'391 CHF | 100.00% | 100.00% |
18.11.2024 | 4.34% | 0.23 CHF | 0.24 CHF | 190'000 | 190'000 | 185'053 | 185'053 | 41'668 CHF | 43'518 CHF | 100.00% | 100.00% |
15.11.2024 | 4.77% | 0.21 CHF | 0.22 CHF | 210'000 | 210'000 | 200'300 | 200'300 | 41'020 CHF | 43'023 CHF | 100.00% | 100.00% |
14.11.2024 | 5.30% | 0.19 CHF | 0.20 CHF | 200'000 | 200'000 | 196'988 | 196'988 | 36'248 CHF | 38'218 CHF | 99.41% | 99.41% |
13.11.2024 | 4.93% | 0.19 CHF | 0.20 CHF | 200'000 | 200'000 | 194'792 | 194'792 | 38'556 CHF | 40'504 CHF | 100.00% | 100.00% |
12.11.2024 | 4.94% | 0.19 CHF | 0.20 CHF | 180'000 | 180'000 | 178'392 | 178'392 | 35'221 CHF | 37'005 CHF | 68.32% | 100.00% |
11.11.2024 | 4.09% | 0.23 CHF | 0.24 CHF | 170'000 | 170'000 | 165'567 | 165'567 | 39'700 CHF | 41'356 CHF | 99.93% | 99.93% |
08.11.2024 | 3.52% | 0.26 CHF | 0.27 CHF | 140'000 | 140'000 | 136'184 | 136'184 | 38'118 CHF | 39'480 CHF | 100.00% | 100.00% |
07.11.2024 | 2.70% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 146'033 | 146'033 | 53'499 CHF | 54'959 CHF | 98.53% | 98.53% |