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 | 4.21% | 0.23 CHF | 0.24 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 34'920 CHF | 36'420 CHF | 100.00% | 100.00% |
19.11.2024 | 4.10% | 0.24 CHF | 0.25 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 35'883 CHF | 37'383 CHF | 100.00% | 100.00% |
18.11.2024 | 3.94% | 0.24 CHF | 0.25 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 37'289 CHF | 38'789 CHF | 100.00% | 100.00% |
15.11.2024 | 3.76% | 0.26 CHF | 0.27 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 32'615 CHF | 33'865 CHF | 98.88% | 98.88% |
14.11.2024 | 3.56% | 0.28 CHF | 0.29 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 34'520 CHF | 35'770 CHF | 100.00% | 100.00% |
13.11.2024 | 3.69% | 0.27 CHF | 0.28 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 33'268 CHF | 34'518 CHF | 100.00% | 100.00% |
12.11.2024 | 3.69% | 0.28 CHF | 0.29 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 39'892 CHF | 41'392 CHF | 100.00% | 100.00% |
11.11.2024 | 4.03% | 0.25 CHF | 0.26 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 42'583 CHF | 44'333 CHF | 100.00% | 100.00% |
08.11.2024 | 4.34% | 0.23 CHF | 0.24 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 45'089 CHF | 47'089 CHF | 100.00% | 100.00% |
07.11.2024 | 4.97% | 0.19 CHF | 0.20 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 34'356 CHF | 36'106 CHF | 100.00% | 100.00% |