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 | 9.64% | 0.10 CHF | 0.11 CHF | 229'800 | 229'800 | 227'586 | 227'586 | 22'503 CHF | 24'779 CHF | 100.00% | 100.00% |
19.11.2024 | 7.61% | 0.10 CHF | 0.11 CHF | 110'100 | 110'100 | 113'346 | 113'346 | 14'540 CHF | 15'673 CHF | 100.00% | 100.00% |
18.11.2024 | - | 0.21 CHF | 0.22 CHF | 115'000 | 115'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15.11.2024 | 4.35% | 0.22 CHF | 0.23 CHF | 107'100 | 107'100 | 106'715 | 106'715 | 23'997 CHF | 25'064 CHF | 100.00% | 100.00% |
14.11.2024 | 4.03% | 0.24 CHF | 0.25 CHF | 106'500 | 106'500 | 105'695 | 105'695 | 25'728 CHF | 26'785 CHF | 99.35% | 99.35% |
13.11.2024 | 4.17% | 0.24 CHF | 0.25 CHF | 112'400 | 112'400 | 109'843 | 109'843 | 25'828 CHF | 26'926 CHF | 100.00% | 100.00% |
12.11.2024 | 4.32% | 0.24 CHF | 0.25 CHF | 116'000 | 116'000 | 112'172 | 112'172 | 25'389 CHF | 26'511 CHF | 100.00% | 100.00% |
11.11.2024 | 4.58% | 0.22 CHF | 0.23 CHF | 125'100 | 125'100 | 124'184 | 124'184 | 26'524 CHF | 27'766 CHF | 99.93% | 99.93% |
08.11.2024 | 4.87% | 0.21 CHF | 0.22 CHF | 138'000 | 138'000 | 137'431 | 137'431 | 27'563 CHF | 28'938 CHF | 100.00% | 100.00% |
07.11.2024 | 5.48% | 0.19 CHF | 0.20 CHF | 90'400 | 90'400 | 90'230 | 90'230 | 16'098 CHF | 17'001 CHF | 100.00% | 100.00% |