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 | 3.89% | 0.21 CHF | 0.22 CHF | 133'057 | 75'000 | 131'460 | 75'000 | 33'214 CHF | 19'704 CHF | 100.00% | 100.00% |
19.11.2024 | 4.54% | 0.23 CHF | 0.24 CHF | 132'020 | 75'000 | 132'623 | 75'000 | 28'569 CHF | 16'908 CHF | 100.00% | 100.00% |
18.11.2024 | 4.44% | 0.22 CHF | 0.23 CHF | 132'773 | 75'000 | 132'933 | 75'000 | 29'341 CHF | 17'307 CHF | 100.00% | 100.00% |
15.11.2024 | 4.49% | 0.24 CHF | 0.25 CHF | 132'399 | 75'000 | 133'325 | 75'000 | 29'208 CHF | 17'188 CHF | 100.00% | 100.00% |
14.11.2024 | 5.09% | 0.20 CHF | 0.21 CHF | 133'831 | 75'000 | 134'549 | 75'000 | 25'885 CHF | 15'183 CHF | 99.52% | 99.52% |
13.11.2024 | 5.74% | 0.15 CHF | 0.16 CHF | 135'760 | 75'000 | 134'475 | 74'138 | 23'439 CHF | 13'692 CHF | 98.35% | 98.35% |
12.11.2024 | 3.99% | 0.22 CHF | 0.23 CHF | 132'348 | 75'000 | 131'422 | 75'000 | 32'357 CHF | 19'218 CHF | 99.90% | 99.90% |
11.11.2024 | 3.18% | 0.31 CHF | 0.32 CHF | 128'719 | 75'000 | 128'591 | 75'000 | 39'750 CHF | 23'935 CHF | 100.00% | 100.00% |
08.11.2024 | 3.30% | 0.29 CHF | 0.30 CHF | 128'529 | 75'000 | 128'119 | 75'000 | 38'159 CHF | 23'088 CHF | 100.00% | 100.00% |
07.11.2024 | 3.06% | 0.34 CHF | 0.35 CHF | 126'405 | 75'000 | 127'304 | 72'408 | 42'212 CHF | 24'870 CHF | 99.13% | 99.13% |