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 | 3.96% | 0.24 CHF | 0.25 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 43'363 CHF | 45'113 CHF | 100.00% | 100.00% |
19.11.2024 | 3.94% | 0.24 CHF | 0.25 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 43'524 CHF | 45'274 CHF | 100.00% | 100.00% |
18.11.2024 | 3.97% | 0.25 CHF | 0.26 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 43'174 CHF | 44'924 CHF | 100.00% | 100.00% |
15.11.2024 | 3.92% | 0.25 CHF | 0.26 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 37'616 CHF | 39'116 CHF | 100.00% | 100.00% |
14.11.2024 | 3.26% | 0.31 CHF | 0.32 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 45'247 CHF | 46'747 CHF | 100.00% | 100.00% |
13.11.2024 | 3.18% | 0.30 CHF | 0.31 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 46'492 CHF | 47'992 CHF | 100.00% | 100.00% |
12.11.2024 | 3.03% | 0.32 CHF | 0.33 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 40'692 CHF | 41'942 CHF | 100.00% | 100.00% |
11.11.2024 | 2.86% | 0.34 CHF | 0.35 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 43'145 CHF | 44'395 CHF | 100.00% | 100.00% |
08.11.2024 | 2.82% | 0.34 CHF | 0.35 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 43'656 CHF | 44'906 CHF | 100.00% | 100.00% |
07.11.2024 | 2.90% | 0.34 CHF | 0.35 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 42'516 CHF | 43'766 CHF | 100.00% | 100.00% |