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 | 4.20% | 0.22 CHF | 0.23 CHF | 180'000 | 180'000 | 180'019 | 180'019 | 41'990 CHF | 43'790 CHF | 100.00% | 100.00% |
19.11.2024 | 3.86% | 0.23 CHF | 0.24 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 40'628 CHF | 42'228 CHF | 100.00% | 100.00% |
18.11.2024 | 3.68% | 0.27 CHF | 0.28 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 42'667 CHF | 44'267 CHF | 100.00% | 100.00% |
15.11.2024 | 3.52% | 0.28 CHF | 0.28 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 44'630 CHF | 46'230 CHF | 100.00% | 100.00% |
14.11.2024 | 3.63% | 0.28 CHF | 0.29 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 43'262 CHF | 44'862 CHF | 99.36% | 99.36% |
13.11.2024 | 3.65% | 0.27 CHF | 0.28 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 43'087 CHF | 44'687 CHF | 100.00% | 100.00% |
12.11.2024 | 3.50% | 0.27 CHF | 0.28 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 42'279 CHF | 43'783 CHF | 100.00% | 100.00% |
11.11.2024 | 4.90% | 0.29 CHF | 0.31 CHF | 160'000 | 160'000 | 159'980 | 159'980 | 47'565 CHF | 49'955 CHF | 99.93% | 99.93% |
08.11.2024 | 3.59% | 0.28 CHF | 0.29 CHF | 160'000 | 160'000 | 157'587 | 157'587 | 43'412 CHF | 44'997 CHF | 100.00% | 100.00% |
07.11.2024 | 4.85% | 0.28 CHF | 0.30 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 43'831 CHF | 46'010 CHF | 100.00% | 100.00% |