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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 6.83% | 0.40 CHF | 0.43 CHF | 93'581 | 25'000 | 93'924 | 25'000 | 39'863 CHF | 11'360 CHF | 100.00% | 100.00% |
20.11.2024 | 6.17% | 0.43 CHF | 0.45 CHF | 93'456 | 25'000 | 94'260 | 25'000 | 42'577 CHF | 12'009 CHF | 100.00% | 100.00% |
19.11.2024 | 5.98% | 0.48 CHF | 0.51 CHF | 94'869 | 25'000 | 95'186 | 25'000 | 46'338 CHF | 12'920 CHF | 100.00% | 100.00% |
18.11.2024 | 5.21% | 0.48 CHF | 0.51 CHF | 95'140 | 25'000 | 95'421 | 25'000 | 46'220 CHF | 12'757 CHF | 99.63% | 99.63% |
15.11.2024 | 5.46% | 0.48 CHF | 0.50 CHF | 95'313 | 25'000 | 95'293 | 25'000 | 45'230 CHF | 12'532 CHF | 100.00% | 100.00% |
14.11.2024 | 4.89% | 0.46 CHF | 0.49 CHF | 94'824 | 25'000 | 95'274 | 25'000 | 45'081 CHF | 12'423 CHF | 99.44% | 99.44% |
13.11.2024 | 5.52% | 0.47 CHF | 0.50 CHF | 94'756 | 25'000 | 94'735 | 24'964 | 45'088 CHF | 12'552 CHF | 98.88% | 98.88% |
12.11.2024 | 5.38% | 0.49 CHF | 0.52 CHF | 95'233 | 25'000 | 94'645 | 25'000 | 45'085 CHF | 12'566 CHF | 100.00% | 100.00% |
11.11.2024 | 5.67% | 0.44 CHF | 0.47 CHF | 93'368 | 25'000 | 93'343 | 25'000 | 41'593 CHF | 11'789 CHF | 100.00% | 100.00% |
08.11.2024 | 6.41% | 0.46 CHF | 0.49 CHF | 93'154 | 25'000 | 92'904 | 25'000 | 42'110 CHF | 12'081 CHF | 100.00% | 100.00% |