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% | 0.27 CHF | 0.28 CHF | 135'647 | 75'000 | 135'088 | 75'000 | 34'150 CHF | 19'708 CHF | 94.79% | 94.79% |
19.11.2024 | 3.54% | 0.27 CHF | 0.28 CHF | 135'333 | 75'000 | 135'759 | 75'000 | 37'726 CHF | 21'589 CHF | 100.00% | 100.00% |
18.11.2024 | 6.11% | 0.24 CHF | 0.25 CHF | 134'707 | 75'000 | 73'801 | 51'451 | 17'746 CHF | 12'934 CHF | 100.00% | 100.00% |
15.11.2024 | 4.16% | 0.23 CHF | 0.24 CHF | 134'417 | 75'000 | 134'737 | 75'000 | 31'814 CHF | 18'455 CHF | 100.00% | 100.00% |
14.11.2024 | 3.71% | 0.25 CHF | 0.26 CHF | 135'175 | 75'000 | 136'109 | 75'000 | 36'176 CHF | 20'678 CHF | 83.69% | 83.69% |
13.11.2024 | 3.53% | 0.28 CHF | 0.29 CHF | 136'089 | 75'000 | 135'795 | 74'112 | 38'013 CHF | 21'491 CHF | 94.16% | 94.16% |
12.11.2024 | 3.42% | 0.29 CHF | 0.30 CHF | 135'885 | 75'000 | 135'769 | 75'000 | 38'995 CHF | 22'290 CHF | 84.38% | 84.38% |
11.11.2024 | 5.01% | 0.22 CHF | 0.23 CHF | 132'890 | 75'000 | 131'716 | 75'000 | 25'689 CHF | 15'375 CHF | 94.79% | 94.79% |
08.11.2024 | 3.97% | 0.22 CHF | 0.23 CHF | 132'048 | 75'000 | 132'847 | 75'000 | 32'908 CHF | 19'326 CHF | 100.00% | 100.00% |
07.11.2024 | 4.00% | 0.26 CHF | 0.27 CHF | 133'068 | 75'000 | 133'657 | 72'251 | 34'065 CHF | 19'085 CHF | 93.52% | 93.52% |