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 | 4.25% | 0.23 CHF | 0.24 CHF | 180'000 | 180'000 | 175'045 | 175'045 | 40'347 CHF | 42'098 CHF | 100.00% | 100.00% |
19.11.2024 | 4.30% | 0.22 CHF | 0.23 CHF | 170'000 | 170'000 | 165'567 | 165'567 | 37'695 CHF | 39'350 CHF | 100.00% | 100.00% |
18.11.2024 | 4.37% | 0.23 CHF | 0.24 CHF | 180'000 | 180'000 | 175'083 | 175'083 | 39'240 CHF | 40'990 CHF | 100.00% | 100.00% |
15.11.2024 | 4.47% | 0.22 CHF | 0.23 CHF | 190'000 | 190'000 | 184'296 | 184'296 | 40'419 CHF | 42'262 CHF | 100.00% | 100.00% |
14.11.2024 | 4.92% | 0.21 CHF | 0.22 CHF | 180'000 | 180'000 | 180'438 | 180'438 | 35'776 CHF | 37'581 CHF | 99.36% | 99.36% |
13.11.2024 | 4.62% | 0.21 CHF | 0.22 CHF | 180'000 | 180'000 | 176'201 | 176'201 | 37'227 CHF | 38'989 CHF | 100.00% | 100.00% |
12.11.2024 | 4.50% | 0.21 CHF | 0.22 CHF | 170'000 | 170'000 | 163'484 | 163'484 | 35'506 CHF | 37'141 CHF | 98.86% | 100.00% |
11.11.2024 | 3.78% | 0.25 CHF | 0.26 CHF | 160'000 | 160'000 | 146'518 | 146'518 | 38'048 CHF | 39'513 CHF | 99.93% | 99.93% |
08.11.2024 | 3.40% | 0.27 CHF | 0.28 CHF | 140'000 | 140'000 | 128'342 | 128'342 | 37'107 CHF | 38'391 CHF | 100.00% | 100.00% |
07.11.2024 | 2.87% | 0.36 CHF | 0.37 CHF | 140'000 | 140'000 | 136'293 | 136'293 | 46'849 CHF | 48'212 CHF | 98.41% | 98.41% |