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 | 5.24% | 0.29 CHF | 0.30 CHF | 82'757 | 75'000 | 83'136 | 75'000 | 22'560 CHF | 21'451 CHF | 99.00% | 99.00% |
19.11.2024 | 6.58% | 0.27 CHF | 0.29 CHF | 82'807 | 75'000 | 82'449 | 75'000 | 23'773 CHF | 23'097 CHF | 100.00% | 100.00% |
18.11.2024 | 5.47% | 0.35 CHF | 0.36 CHF | 81'273 | 75'000 | 81'830 | 75'000 | 26'755 CHF | 25'904 CHF | 100.00% | 100.00% |
15.11.2024 | 5.99% | 0.38 CHF | 0.40 CHF | 80'781 | 75'000 | 57'055 | 54'325 | 20'444 CHF | 20'560 CHF | 100.00% | 100.00% |
14.11.2024 | 8.10% | 0.33 CHF | 0.36 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 11'664 CHF | 12'649 CHF | 99.22% | 99.22% |
13.11.2024 | 7.76% | 0.31 CHF | 0.34 CHF | 37'500 | 37'500 | 37'079 | 37'079 | 11'803 CHF | 12'749 CHF | 99.36% | 99.36% |
12.11.2024 | 7.60% | 0.29 CHF | 0.31 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 12'422 CHF | 13'400 CHF | 100.00% | 100.00% |
11.11.2024 | 6.27% | 0.42 CHF | 0.45 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 15'326 CHF | 16'317 CHF | 100.00% | 100.00% |
08.11.2024 | 3.82% | 0.39 CHF | 0.41 CHF | 79'256 | 75'000 | 78'914 | 75'000 | 31'541 CHF | 31'148 CHF | 100.00% | 100.00% |
07.11.2024 | 3.94% | 0.48 CHF | 0.50 CHF | 76'914 | 75'000 | 77'248 | 72'396 | 37'123 CHF | 36'192 CHF | 98.73% | 98.73% |