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 | 6.92% | 0.14 CHF | 0.15 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 31'427 CHF | 33'677 CHF | 100.00% | 100.00% |
19.11.2024 | 6.38% | 0.13 CHF | 0.14 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 23'220 CHF | 24'720 CHF | 97.68% | 97.68% |
18.11.2024 | 5.26% | 0.19 CHF | 0.20 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 32'409 CHF | 34'159 CHF | 100.00% | 100.00% |
15.11.2024 | 5.13% | 0.19 CHF | 0.20 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 28'513 CHF | 30'013 CHF | 100.00% | 100.00% |
14.11.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 29'978 CHF | 31'478 CHF | 100.00% | 100.00% |
13.11.2024 | 5.18% | 0.20 CHF | 0.21 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 28'242 CHF | 29'742 CHF | 100.00% | 100.00% |
12.11.2024 | 4.41% | 0.21 CHF | 0.22 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 27'728 CHF | 28'978 CHF | 100.00% | 100.00% |
11.11.2024 | 3.98% | 0.23 CHF | 0.24 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 36'938 CHF | 38'438 CHF | 100.00% | 100.00% |
08.11.2024 | 4.38% | 0.23 CHF | 0.24 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 33'492 CHF | 34'992 CHF | 100.00% | 100.00% |
07.11.2024 | 4.23% | 0.22 CHF | 0.23 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 34'755 CHF | 36'255 CHF | 100.00% | 100.00% |