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 | 9.24% | 0.27 CHF | 0.30 CHF | 131'639 | 50'000 | 128'392 | 50'000 | 37'556 CHF | 16'049 CHF | 100.00% | 100.00% |
19.11.2024 | 6.42% | 0.30 CHF | 0.32 CHF | 129'196 | 50'000 | 128'481 | 50'000 | 38'159 CHF | 15'844 CHF | 99.37% | 99.37% |
18.11.2024 | 6.94% | 0.31 CHF | 0.33 CHF | 127'513 | 50'000 | 130'589 | 44'487 | 37'319 CHF | 13'662 CHF | 100.00% | 100.00% |
15.11.2024 | 6.95% | 0.26 CHF | 0.28 CHF | 136'504 | 50'000 | 136'090 | 50'000 | 35'278 CHF | 13'895 CHF | 100.00% | 100.00% |
14.11.2024 | 6.87% | 0.27 CHF | 0.29 CHF | 135'491 | 50'000 | 134'606 | 50'000 | 36'641 CHF | 14'580 CHF | 99.52% | 99.52% |
13.11.2024 | 7.20% | 0.26 CHF | 0.28 CHF | 137'691 | 50'000 | 133'847 | 49'704 | 36'294 CHF | 14'492 CHF | 99.32% | 99.32% |
12.11.2024 | 5.91% | 0.31 CHF | 0.33 CHF | 127'116 | 50'000 | 125'984 | 50'000 | 41'111 CHF | 17'310 CHF | 100.00% | 100.00% |
11.11.2024 | 5.64% | 0.35 CHF | 0.37 CHF | 123'877 | 50'000 | 123'993 | 50'000 | 42'669 CHF | 18'207 CHF | 100.00% | 100.00% |
08.11.2024 | 5.66% | 0.33 CHF | 0.35 CHF | 124'475 | 50'000 | 129'328 | 50'000 | 39'274 CHF | 16'084 CHF | 100.00% | 100.00% |
07.11.2024 | 6.57% | 0.29 CHF | 0.31 CHF | 131'168 | 50'000 | 131'062 | 48'703 | 39'119 CHF | 15'523 CHF | 99.13% | 99.13% |