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 | 11.14% | 0.21 CHF | 0.24 CHF | 93'581 | 25'000 | 93'903 | 25'000 | 21'527 CHF | 6'407 CHF | 100.00% | 100.00% |
20.11.2024 | 10.71% | 0.23 CHF | 0.26 CHF | 93'401 | 25'000 | 94'239 | 25'000 | 24'143 CHF | 7'124 CHF | 100.00% | 100.00% |
19.11.2024 | 9.10% | 0.29 CHF | 0.31 CHF | 94'869 | 25'000 | 95'176 | 25'000 | 27'727 CHF | 7'977 CHF | 100.00% | 100.00% |
18.11.2024 | 9.63% | 0.28 CHF | 0.31 CHF | 95'215 | 25'000 | 95'445 | 25'000 | 27'248 CHF | 7'859 CHF | 99.63% | 99.63% |
15.11.2024 | 10.06% | 0.28 CHF | 0.31 CHF | 95'345 | 25'000 | 95'227 | 25'000 | 26'611 CHF | 7'726 CHF | 100.00% | 100.00% |
14.11.2024 | 9.67% | 0.27 CHF | 0.30 CHF | 95'068 | 25'000 | 95'271 | 25'000 | 26'347 CHF | 7'616 CHF | 99.44% | 99.44% |
13.11.2024 | 9.34% | 0.28 CHF | 0.31 CHF | 94'914 | 25'000 | 94'751 | 24'964 | 26'508 CHF | 7'664 CHF | 98.88% | 98.88% |
12.11.2024 | 9.53% | 0.30 CHF | 0.33 CHF | 95'351 | 25'000 | 94'616 | 25'000 | 26'561 CHF | 7'719 CHF | 100.00% | 100.00% |
11.11.2024 | 10.42% | 0.25 CHF | 0.28 CHF | 93'480 | 25'000 | 93'329 | 25'000 | 23'400 CHF | 6'957 CHF | 100.00% | 100.00% |
08.11.2024 | 9.67% | 0.26 CHF | 0.29 CHF | 93'154 | 25'000 | 92'895 | 25'000 | 24'067 CHF | 7'135 CHF | 100.00% | 100.00% |