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% | 0.38 CHF | 0.39 CHF | 135'732 | 75'000 | 134'909 | 75'000 | 49'429 CHF | 28'229 CHF | 94.79% | 94.79% |
19.11.2024 | 2.51% | 0.38 CHF | 0.39 CHF | 135'333 | 75'000 | 130'821 | 75'000 | 51'418 CHF | 30'239 CHF | 100.00% | 100.00% |
18.11.2024 | 4.51% | 0.35 CHF | 0.36 CHF | 134'707 | 75'000 | 73'811 | 51'451 | 25'978 CHF | 18'705 CHF | 100.00% | 100.00% |
15.11.2024 | 2.85% | 0.34 CHF | 0.35 CHF | 134'417 | 75'000 | 134'690 | 75'000 | 46'616 CHF | 26'705 CHF | 100.00% | 100.00% |
14.11.2024 | 2.63% | 0.36 CHF | 0.37 CHF | 135'175 | 75'000 | 133'475 | 75'000 | 50'107 CHF | 28'928 CHF | 83.69% | 83.69% |
13.11.2024 | 2.58% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 131'202 | 74'112 | 51'145 CHF | 29'646 CHF | 94.16% | 94.16% |
12.11.2024 | 2.48% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 130'248 | 75'000 | 51'824 CHF | 30'594 CHF | 84.38% | 84.38% |
11.11.2024 | 3.20% | 0.33 CHF | 0.34 CHF | 132'800 | 75'000 | 131'787 | 75'000 | 40'559 CHF | 23'828 CHF | 94.79% | 94.79% |
08.11.2024 | 2.73% | 0.34 CHF | 0.35 CHF | 132'378 | 75'000 | 132'858 | 75'000 | 48'008 CHF | 27'850 CHF | 100.00% | 100.00% |
07.11.2024 | 2.76% | 0.37 CHF | 0.38 CHF | 133'083 | 75'000 | 133'408 | 72'251 | 48'895 CHF | 27'143 CHF | 93.52% | 93.52% |