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 | 8.97% | 0.26 CHF | 0.29 CHF | 148'234 | 75'000 | 146'483 | 75'000 | 40'615 CHF | 22'754 CHF | 94.79% | 94.79% |
19.11.2024 | 6.80% | 0.27 CHF | 0.28 CHF | 150'915 | 75'000 | 151'787 | 75'000 | 39'191 CHF | 20'735 CHF | 100.00% | 100.00% |
18.11.2024 | 8.46% | 0.29 CHF | 0.31 CHF | 145'101 | 75'000 | 77'763 | 47'066 | 22'598 CHF | 14'770 CHF | 84.14% | 84.14% |
15.11.2024 | 5.80% | 0.31 CHF | 0.33 CHF | 146'313 | 75'000 | 147'284 | 75'000 | 44'658 CHF | 24'113 CHF | 87.29% | 87.29% |
14.11.2024 | 6.50% | 0.29 CHF | 0.31 CHF | 148'078 | 75'000 | 153'083 | 75'000 | 42'533 CHF | 22'262 CHF | 83.23% | 83.23% |
13.11.2024 | 6.89% | 0.26 CHF | 0.28 CHF | 156'782 | 75'000 | 155'518 | 74'112 | 41'063 CHF | 20'960 CHF | 94.16% | 94.16% |
12.11.2024 | 6.66% | 0.26 CHF | 0.28 CHF | 158'187 | 75'000 | 157'166 | 75'000 | 41'094 CHF | 20'968 CHF | 79.77% | 79.77% |
11.11.2024 | 5.16% | 0.36 CHF | 0.37 CHF | 141'215 | 75'000 | 141'527 | 75'000 | 49'516 CHF | 27'631 CHF | 16.42% | 16.42% |
08.11.2024 | 5.91% | 0.32 CHF | 0.34 CHF | 147'410 | 75'000 | 150'336 | 75'000 | 44'726 CHF | 23'679 CHF | 100.00% | 100.00% |
07.11.2024 | 5.80% | 0.29 CHF | 0.31 CHF | 151'074 | 75'000 | 152'269 | 72'251 | 44'508 CHF | 22'432 CHF | 93.52% | 93.52% |