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 | 2.77% | 0.37 CHF | 0.38 CHF | 135'732 | 75'000 | 135'072 | 75'000 | 48'142 CHF | 27'479 CHF | 94.79% | 94.79% |
19.11.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 135'557 | 75'000 | 131'738 | 75'000 | 50'571 CHF | 29'553 CHF | 100.00% | 100.00% |
18.11.2024 | 4.76% | 0.34 CHF | 0.35 CHF | 134'635 | 75'000 | 73'772 | 51'451 | 25'313 CHF | 18'255 CHF | 100.00% | 100.00% |
15.11.2024 | 2.92% | 0.33 CHF | 0.34 CHF | 134'331 | 75'000 | 134'770 | 75'000 | 45'551 CHF | 26'096 CHF | 100.00% | 100.00% |
14.11.2024 | 2.70% | 0.35 CHF | 0.36 CHF | 135'129 | 75'000 | 134'608 | 75'000 | 49'252 CHF | 28'205 CHF | 83.69% | 83.69% |
13.11.2024 | 2.61% | 0.38 CHF | 0.39 CHF | 135'969 | 75'000 | 132'132 | 74'112 | 50'764 CHF | 29'234 CHF | 94.16% | 94.16% |
12.11.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 131'394 | 75'000 | 50'957 CHF | 29'844 CHF | 84.37% | 84.37% |
11.11.2024 | 3.27% | 0.32 CHF | 0.33 CHF | 132'454 | 75'000 | 131'736 | 75'000 | 39'730 CHF | 23'366 CHF | 94.79% | 94.79% |
08.11.2024 | 2.80% | 0.33 CHF | 0.34 CHF | 132'339 | 75'000 | 132'852 | 75'000 | 46'892 CHF | 27'221 CHF | 100.00% | 100.00% |
07.11.2024 | 2.80% | 0.36 CHF | 0.37 CHF | 133'083 | 75'000 | 133'569 | 72'251 | 47'643 CHF | 26'420 CHF | 93.52% | 93.52% |