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 | 7.91% | 0.28 CHF | 0.29 CHF | 159'827 | 75'000 | 156'468 | 75'000 | 45'766 CHF | 23'782 CHF | 100.00% | 100.00% |
19.11.2024 | 4.53% | 0.22 CHF | 0.23 CHF | 183'254 | 75'000 | 173'385 | 73'453 | 38'251 CHF | 17'016 CHF | 100.00% | 100.00% |
18.11.2024 | 5.10% | 0.23 CHF | 0.24 CHF | 177'165 | 75'000 | 168'969 | 63'973 | 43'598 CHF | 16'898 CHF | 100.00% | 100.00% |
15.11.2024 | 4.14% | 0.29 CHF | 0.30 CHF | 161'984 | 75'000 | 167'757 | 75'000 | 44'994 CHF | 21'057 CHF | 100.00% | 100.00% |
14.11.2024 | 4.13% | 0.25 CHF | 0.26 CHF | 174'555 | 75'000 | 177'529 | 75'000 | 42'171 CHF | 18'602 CHF | 99.52% | 99.52% |
13.11.2024 | 5.74% | 0.17 CHF | 0.18 CHF | 206'944 | 75'000 | 211'068 | 74'146 | 35'850 CHF | 13'337 CHF | 99.32% | 99.32% |
12.11.2024 | 4.60% | 0.17 CHF | 0.18 CHF | 204'563 | 75'000 | 187'696 | 75'000 | 39'933 CHF | 16'721 CHF | 100.00% | 100.00% |
11.11.2024 | 4.15% | 0.24 CHF | 0.25 CHF | 175'800 | 75'000 | 181'507 | 75'000 | 42'841 CHF | 18'460 CHF | 100.00% | 100.00% |
08.11.2024 | 4.51% | 0.21 CHF | 0.22 CHF | 191'403 | 75'000 | 190'507 | 75'000 | 41'327 CHF | 17'022 CHF | 100.00% | 100.00% |
07.11.2024 | 4.16% | 0.24 CHF | 0.25 CHF | 182'266 | 75'000 | 181'638 | 72'406 | 43'870 CHF | 18'323 CHF | 99.12% | 99.12% |