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 | 3.39% | 0.28 CHF | 0.29 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 52'177 CHF | 53'977 CHF | 100.00% | 100.00% |
19.11.2024 | 3.67% | 0.30 CHF | 0.31 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 48'339 CHF | 50'139 CHF | 100.00% | 100.00% |
18.11.2024 | 3.26% | 0.31 CHF | 0.32 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 54'379 CHF | 56'179 CHF | 100.00% | 100.00% |
15.11.2024 | 3.30% | 0.31 CHF | 0.32 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 53'731 CHF | 55'531 CHF | 100.00% | 100.00% |
14.11.2024 | 4.12% | 0.25 CHF | 0.26 CHF | 180'000 | 180'000 | 181'848 | 181'848 | 43'612 CHF | 45'430 CHF | 99.33% | 99.33% |
13.11.2024 | 5.33% | 0.17 CHF | 0.18 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 34'817 CHF | 36'717 CHF | 100.00% | 100.00% |
12.11.2024 | 4.34% | 0.18 CHF | 0.19 CHF | 190'000 | 190'000 | 181'938 | 181'938 | 41'372 CHF | 43'192 CHF | 100.00% | 100.00% |
11.11.2024 | 3.43% | 0.28 CHF | 0.29 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 51'657 CHF | 53'457 CHF | 99.93% | 99.93% |
08.11.2024 | 3.39% | 0.29 CHF | 0.30 CHF | 180'000 | 180'000 | 179'989 | 179'989 | 52'256 CHF | 54'056 CHF | 100.00% | 100.00% |
07.11.2024 | 2.91% | 0.36 CHF | 0.37 CHF | 170'000 | 170'000 | 171'561 | 171'561 | 58'344 CHF | 60'059 CHF | 100.00% | 100.00% |