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 | 4.88% | 0.20 CHF | 0.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 39'945 CHF | 41'945 CHF | 100.00% | 100.00% |
19.11.2024 | 4.71% | 0.20 CHF | 0.21 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 36'326 CHF | 38'076 CHF | 100.00% | 100.00% |
18.11.2024 | 4.48% | 0.21 CHF | 0.22 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 38'205 CHF | 39'955 CHF | 100.00% | 100.00% |
15.11.2024 | 4.26% | 0.23 CHF | 0.24 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 34'486 CHF | 35'986 CHF | 100.00% | 100.00% |
14.11.2024 | 3.93% | 0.24 CHF | 0.25 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 31'197 CHF | 32'447 CHF | 100.00% | 100.00% |
13.11.2024 | 3.86% | 0.26 CHF | 0.27 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 38'077 CHF | 39'577 CHF | 100.00% | 100.00% |
12.11.2024 | 3.96% | 0.25 CHF | 0.26 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 37'095 CHF | 38'595 CHF | 100.00% | 100.00% |
11.11.2024 | 4.23% | 0.24 CHF | 0.25 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 34'725 CHF | 36'225 CHF | 100.00% | 100.00% |
08.11.2024 | 4.23% | 0.23 CHF | 0.24 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 34'743 CHF | 36'243 CHF | 100.00% | 100.00% |
07.11.2024 | 4.18% | 0.23 CHF | 0.24 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 41'053 CHF | 42'803 CHF | 100.00% | 100.00% |