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 | 5.13% | 0.37 CHF | 0.39 CHF | 140'000 | 75'000 | 138'996 | 75'000 | 52'416 CHF | 29'778 CHF | 100.00% | 100.00% |
19.11.2024 | 5.22% | 0.38 CHF | 0.40 CHF | 140'000 | 75'000 | 140'200 | 75'000 | 51'401 CHF | 28'977 CHF | 100.00% | 100.00% |
18.11.2024 | 6.33% | 0.38 CHF | 0.40 CHF | 140'000 | 75'000 | 139'990 | 63'928 | 52'141 CHF | 25'289 CHF | 99.60% | 99.60% |
15.11.2024 | 5.05% | 0.39 CHF | 0.41 CHF | 130'000 | 75'000 | 130'795 | 75'000 | 51'313 CHF | 30'956 CHF | 99.99% | 99.99% |
14.11.2024 | 4.81% | 0.43 CHF | 0.45 CHF | 120'000 | 75'000 | 128'123 | 75'000 | 51'978 CHF | 31'942 CHF | 99.44% | 99.44% |
13.11.2024 | 5.04% | 0.40 CHF | 0.42 CHF | 130'000 | 75'000 | 130'983 | 74'373 | 51'300 CHF | 30'636 CHF | 98.87% | 98.87% |
12.11.2024 | 4.66% | 0.41 CHF | 0.43 CHF | 130'000 | 75'000 | 121'044 | 75'000 | 51'591 CHF | 33'501 CHF | 100.00% | 100.00% |
11.11.2024 | 4.33% | 0.45 CHF | 0.47 CHF | 120'000 | 75'000 | 116'434 | 75'000 | 52'806 CHF | 35'537 CHF | 100.00% | 100.00% |
08.11.2024 | 4.42% | 0.44 CHF | 0.46 CHF | 120'000 | 75'000 | 118'446 | 75'000 | 52'850 CHF | 34'992 CHF | 100.00% | 100.00% |
07.11.2024 | 4.54% | 0.44 CHF | 0.46 CHF | 120'000 | 75'000 | 113'109 | 72'402 | 51'974 CHF | 34'809 CHF | 99.06% | 99.06% |