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 | 4.16% | 0.23 CHF | 0.24 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 18'858 CHF | 19'658 CHF | 100.00% | 100.00% |
19.11.2024 | 4.50% | 0.23 CHF | 0.24 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 19'579 CHF | 20'479 CHF | 100.00% | 100.00% |
18.11.2024 | 4.84% | 0.22 CHF | 0.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 20'177 CHF | 21'177 CHF | 100.00% | 100.00% |
15.11.2024 | 5.24% | 0.19 CHF | 0.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 18'609 CHF | 19'609 CHF | 100.00% | 100.00% |
14.11.2024 | 6.21% | 0.17 CHF | 0.18 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 19'521 CHF | 20'771 CHF | 100.00% | 100.00% |
13.11.2024 | 6.44% | 0.15 CHF | 0.16 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 18'779 CHF | 20'029 CHF | 100.00% | 100.00% |
12.11.2024 | 5.98% | 0.16 CHF | 0.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 16'249 CHF | 17'249 CHF | 100.00% | 100.00% |
11.11.2024 | 5.25% | 0.18 CHF | 0.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 18'569 CHF | 19'569 CHF | 100.00% | 100.00% |
08.11.2024 | 5.18% | 0.19 CHF | 0.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 18'821 CHF | 19'821 CHF | 100.00% | 100.00% |
07.11.2024 | 5.29% | 0.19 CHF | 0.20 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 14'773 CHF | 15'573 CHF | 100.00% | 100.00% |