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 | 8.21% | 0.19 CHF | 0.20 CHF | 82'757 | 75'000 | 83'136 | 75'000 | 14'247 CHF | 13'951 CHF | 99.00% | 99.00% |
19.11.2024 | 8.26% | 0.17 CHF | 0.19 CHF | 82'807 | 75'000 | 82'439 | 75'000 | 15'526 CHF | 15'335 CHF | 100.00% | 100.00% |
18.11.2024 | 7.79% | 0.25 CHF | 0.26 CHF | 81'273 | 75'000 | 81'830 | 75'000 | 18'572 CHF | 18'404 CHF | 100.00% | 100.00% |
15.11.2024 | 9.78% | 0.28 CHF | 0.30 CHF | 80'781 | 75'000 | 57'045 | 54'325 | 14'567 CHF | 15'127 CHF | 100.00% | 100.00% |
14.11.2024 | 11.72% | 0.23 CHF | 0.26 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 7'914 CHF | 8'899 CHF | 99.22% | 99.22% |
13.11.2024 | 11.12% | 0.21 CHF | 0.24 CHF | 37'500 | 37'500 | 37'079 | 37'079 | 8'095 CHF | 9'041 CHF | 99.36% | 99.36% |
12.11.2024 | 10.74% | 0.19 CHF | 0.21 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 8'672 CHF | 9'650 CHF | 100.00% | 100.00% |
11.11.2024 | 8.23% | 0.32 CHF | 0.35 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 11'576 CHF | 12'567 CHF | 100.00% | 100.00% |
08.11.2024 | 5.07% | 0.29 CHF | 0.31 CHF | 79'256 | 75'000 | 78'914 | 75'000 | 23'649 CHF | 23'648 CHF | 100.00% | 100.00% |
07.11.2024 | 4.41% | 0.38 CHF | 0.39 CHF | 77'063 | 75'000 | 77'240 | 72'396 | 29'395 CHF | 28'791 CHF | 98.73% | 98.73% |