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 | 3.47% | 0.28 CHF | 0.30 CHF | 170'000 | 170'000 | 166'399 | 166'399 | 47'181 CHF | 48'845 CHF | 100.00% | 100.00% |
19.11.2024 | 3.59% | 0.28 CHF | 0.28 CHF | 180'000 | 180'000 | 175'306 | 175'306 | 48'015 CHF | 49'768 CHF | 100.00% | 100.00% |
18.11.2024 | 3.74% | 0.27 CHF | 0.28 CHF | 190'000 | 190'000 | 185'053 | 185'053 | 48'618 CHF | 50'469 CHF | 100.00% | 100.00% |
15.11.2024 | 4.06% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 194'788 | 194'788 | 47'131 CHF | 49'078 CHF | 100.00% | 100.00% |
14.11.2024 | 4.44% | 0.22 CHF | 0.23 CHF | 200'000 | 200'000 | 194'755 | 194'755 | 42'966 CHF | 44'914 CHF | 99.36% | 99.36% |
13.11.2024 | 4.17% | 0.23 CHF | 0.24 CHF | 200'000 | 200'000 | 194'792 | 194'792 | 45'745 CHF | 47'693 CHF | 100.00% | 100.00% |
12.11.2024 | 4.17% | 0.22 CHF | 0.23 CHF | 190'000 | 190'000 | 186'374 | 186'374 | 43'745 CHF | 45'609 CHF | 68.32% | 100.00% |
11.11.2024 | 3.52% | 0.27 CHF | 0.28 CHF | 170'000 | 170'000 | 165'567 | 165'567 | 46'155 CHF | 47'811 CHF | 99.93% | 99.93% |
08.11.2024 | 3.09% | 0.30 CHF | 0.31 CHF | 150'000 | 150'000 | 138'067 | 138'067 | 43'987 CHF | 45'368 CHF | 100.00% | 100.00% |
07.11.2024 | 2.44% | 0.42 CHF | 0.43 CHF | 150'000 | 150'000 | 146'033 | 146'033 | 59'058 CHF | 60'518 CHF | 98.53% | 98.53% |