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 | 2.70% | 0.33 CHF | 0.34 CHF | 132'927 | 75'000 | 131'501 | 75'000 | 48'184 CHF | 28'236 CHF | 85.55% | 85.55% |
19.11.2024 | 2.99% | 0.35 CHF | 0.36 CHF | 131'853 | 75'000 | 132'618 | 75'000 | 43'762 CHF | 25'501 CHF | 100.00% | 100.00% |
18.11.2024 | 2.93% | 0.34 CHF | 0.35 CHF | 132'773 | 75'000 | 132'961 | 75'000 | 44'721 CHF | 25'979 CHF | 100.00% | 100.00% |
15.11.2024 | 2.92% | 0.36 CHF | 0.37 CHF | 132'548 | 75'000 | 133'332 | 75'000 | 45'057 CHF | 26'102 CHF | 100.00% | 100.00% |
14.11.2024 | 3.17% | 0.32 CHF | 0.33 CHF | 133'850 | 75'000 | 134'564 | 75'000 | 41'828 CHF | 24'067 CHF | 99.52% | 99.52% |
13.11.2024 | 3.44% | 0.27 CHF | 0.28 CHF | 135'506 | 75'000 | 134'495 | 74'138 | 39'064 CHF | 22'302 CHF | 98.35% | 98.35% |
12.11.2024 | 2.74% | 0.33 CHF | 0.34 CHF | 132'631 | 75'000 | 131'424 | 75'000 | 47'434 CHF | 27'821 CHF | 99.90% | 99.90% |
11.11.2024 | 2.33% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 120'163 | 75'000 | 51'026 CHF | 32'600 CHF | 91.43% | 91.43% |
08.11.2024 | 2.40% | 0.42 CHF | 0.43 CHF | 128'267 | 75'000 | 126'500 | 75'000 | 52'116 CHF | 31'657 CHF | 17.38% | 17.38% |
07.11.2024 | 2.31% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 115'490 | 72'336 | 51'517 CHF | 33'197 CHF | 96.43% | 96.43% |