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 | 3.76% | 0.28 CHF | 0.29 CHF | 166'823 | 75'000 | 167'255 | 75'000 | 46'055 CHF | 21'445 CHF | 100.00% | 100.00% |
19.11.2024 | 3.93% | 0.26 CHF | 0.27 CHF | 167'980 | 75'000 | 168'357 | 75'000 | 42'036 CHF | 19'477 CHF | 99.40% | 99.40% |
18.11.2024 | 4.09% | 0.27 CHF | 0.28 CHF | 167'499 | 75'000 | 168'333 | 75'000 | 44'225 CHF | 20'528 CHF | 100.00% | 100.00% |
15.11.2024 | 3.59% | 0.32 CHF | 0.33 CHF | 165'411 | 75'000 | 157'111 | 75'000 | 52'172 CHF | 25'827 CHF | 59.82% | 59.82% |
14.11.2024 | 3.19% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 157'097 | 75'000 | 51'313 CHF | 25'353 CHF | 64.33% | 64.33% |
13.11.2024 | 2.82% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 137'557 | 74'442 | 51'844 CHF | 28'868 CHF | 99.32% | 99.32% |
12.11.2024 | 2.71% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 124'284 | 75'000 | 51'888 CHF | 32'203 CHF | 100.00% | 100.00% |
11.11.2024 | 2.16% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 111'760 | 75'000 | 52'587 CHF | 36'096 CHF | 100.00% | 100.00% |
08.11.2024 | 2.24% | 0.46 CHF | 0.48 CHF | 110'000 | 75'000 | 104'794 | 75'000 | 51'836 CHF | 37'979 CHF | 100.00% | 100.00% |
07.11.2024 | 2.13% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 89'816 | 72'407 | 52'873 CHF | 43'526 CHF | 99.13% | 99.13% |