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 | 4.69% | 0.21 CHF | 0.22 CHF | 170'000 | 170'000 | 165'569 | 165'569 | 34'468 CHF | 36'124 CHF | 100.00% | 100.00% |
19.11.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 180'000 | 180'000 | 174'964 | 174'964 | 35'014 CHF | 36'763 CHF | 100.00% | 100.00% |
18.11.2024 | 5.19% | 0.19 CHF | 0.20 CHF | 190'000 | 190'000 | 185'053 | 185'053 | 34'755 CHF | 36'605 CHF | 100.00% | 100.00% |
15.11.2024 | 5.76% | 0.17 CHF | 0.18 CHF | 210'000 | 210'000 | 204'527 | 204'527 | 34'602 CHF | 36'647 CHF | 100.00% | 100.00% |
14.11.2024 | 6.49% | 0.15 CHF | 0.16 CHF | 200'000 | 200'000 | 196'984 | 196'984 | 29'418 CHF | 31'388 CHF | 99.36% | 99.36% |
13.11.2024 | 5.94% | 0.16 CHF | 0.17 CHF | 210'000 | 210'000 | 203'583 | 203'583 | 33'280 CHF | 35'315 CHF | 100.00% | 100.00% |
12.11.2024 | 5.96% | 0.15 CHF | 0.16 CHF | 180'000 | 180'000 | 178'392 | 178'392 | 29'095 CHF | 30'879 CHF | 68.32% | 100.00% |
11.11.2024 | 4.77% | 0.19 CHF | 0.20 CHF | 170'000 | 170'000 | 156'910 | 156'910 | 32'110 CHF | 33'679 CHF | 99.93% | 99.93% |
08.11.2024 | 4.00% | 0.22 CHF | 0.23 CHF | 140'000 | 140'000 | 135'690 | 135'690 | 33'312 CHF | 34'669 CHF | 100.00% | 100.00% |
07.11.2024 | 2.95% | 0.35 CHF | 0.36 CHF | 140'000 | 140'000 | 136'867 | 136'867 | 45'723 CHF | 47'091 CHF | 98.53% | 98.53% |