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 | 4.87% | 0.32 CHF | 0.34 CHF | 118'790 | 75'000 | 121'575 | 75'000 | 37'558 CHF | 24'337 CHF | 99.00% | 99.00% |
19.11.2024 | 5.61% | 0.31 CHF | 0.33 CHF | 118'683 | 75'000 | 118'749 | 75'000 | 38'030 CHF | 25'418 CHF | 99.95% | 99.95% |
18.11.2024 | 5.57% | 0.37 CHF | 0.38 CHF | 112'181 | 75'000 | 114'290 | 63'971 | 40'313 CHF | 23'697 CHF | 100.00% | 100.00% |
15.11.2024 | 5.35% | 0.39 CHF | 0.41 CHF | 109'339 | 75'000 | 70'078 | 54'325 | 26'480 CHF | 21'424 CHF | 100.00% | 100.00% |
14.11.2024 | 7.38% | 0.36 CHF | 0.38 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 12'847 CHF | 13'832 CHF | 99.22% | 99.22% |
13.11.2024 | 7.22% | 0.34 CHF | 0.37 CHF | 37'500 | 37'500 | 37'079 | 37'079 | 12'906 CHF | 13'866 CHF | 99.36% | 99.36% |
12.11.2024 | 7.09% | 0.33 CHF | 0.35 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 13'425 CHF | 14'408 CHF | 100.00% | 100.00% |
11.11.2024 | 6.59% | 0.43 CHF | 0.45 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 15'560 CHF | 16'620 CHF | 100.00% | 100.00% |
08.11.2024 | 4.06% | 0.40 CHF | 0.42 CHF | 105'878 | 75'000 | 105'086 | 75'000 | 43'104 CHF | 32'051 CHF | 100.00% | 100.00% |
07.11.2024 | 3.26% | 0.47 CHF | 0.49 CHF | 97'048 | 75'000 | 97'860 | 71'924 | 47'047 CHF | 35'686 CHF | 83.59% | 83.59% |