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 | 5.69% | 0.20 CHF | 0.21 CHF | 117'543 | 50'000 | 116'639 | 50'000 | 20'077 CHF | 9'104 CHF | 100.00% | 100.00% |
19.11.2024 | 5.67% | 0.17 CHF | 0.18 CHF | 116'422 | 50'000 | 116'463 | 50'000 | 20'100 CHF | 9'127 CHF | 99.40% | 99.40% |
18.11.2024 | 5.31% | 0.15 CHF | 0.16 CHF | 116'257 | 50'000 | 117'393 | 50'000 | 21'634 CHF | 9'713 CHF | 100.00% | 100.00% |
15.11.2024 | 4.52% | 0.22 CHF | 0.23 CHF | 118'717 | 50'000 | 118'549 | 50'000 | 25'695 CHF | 11'337 CHF | 100.00% | 100.00% |
14.11.2024 | 4.77% | 0.20 CHF | 0.21 CHF | 118'084 | 50'000 | 118'212 | 50'000 | 24'214 CHF | 10'742 CHF | 99.52% | 99.52% |
13.11.2024 | 4.84% | 0.22 CHF | 0.23 CHF | 118'127 | 50'000 | 117'405 | 49'704 | 24'051 CHF | 10'678 CHF | 99.32% | 99.32% |
12.11.2024 | 6.63% | 0.16 CHF | 0.17 CHF | 115'850 | 50'000 | 115'395 | 50'000 | 16'840 CHF | 7'796 CHF | 100.00% | 100.00% |
11.11.2024 | 7.63% | 0.13 CHF | 0.14 CHF | 114'845 | 50'000 | 114'549 | 50'000 | 14'497 CHF | 6'827 CHF | 100.00% | 100.00% |
08.11.2024 | 5.67% | 0.14 CHF | 0.15 CHF | 114'097 | 50'000 | 115'078 | 50'000 | 19'983 CHF | 9'179 CHF | 100.00% | 100.00% |
07.11.2024 | 5.62% | 0.19 CHF | 0.20 CHF | 115'315 | 50'000 | 115'639 | 48'703 | 20'756 CHF | 9'238 CHF | 99.13% | 99.13% |