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 | 5.58% | 0.17 CHF | 0.18 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 34'896 CHF | 36'896 CHF | 100.00% | 100.00% |
19.11.2024 | 5.89% | 0.18 CHF | 0.19 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 28'962 CHF | 30'712 CHF | 100.00% | 100.00% |
18.11.2024 | 4.60% | 0.21 CHF | 0.22 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 37'199 CHF | 38'949 CHF | 100.00% | 100.00% |
15.11.2024 | 4.37% | 0.22 CHF | 0.23 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 39'151 CHF | 40'901 CHF | 100.00% | 100.00% |
14.11.2024 | 4.45% | 0.23 CHF | 0.24 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 38'497 CHF | 40'247 CHF | 100.00% | 100.00% |
13.11.2024 | 5.08% | 0.19 CHF | 0.20 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 33'620 CHF | 35'370 CHF | 100.00% | 100.00% |
12.11.2024 | 4.64% | 0.20 CHF | 0.21 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 31'660 CHF | 33'160 CHF | 100.00% | 100.00% |
11.11.2024 | 4.44% | 0.24 CHF | 0.25 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 38'680 CHF | 40'430 CHF | 100.00% | 100.00% |
08.11.2024 | 4.64% | 0.20 CHF | 0.21 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 31'721 CHF | 33'221 CHF | 100.00% | 100.00% |
07.11.2024 | 3.48% | 0.28 CHF | 0.29 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 42'428 CHF | 43'928 CHF | 100.00% | 100.00% |