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 | 7.70% | 0.37 CHF | 0.40 CHF | 109'672 | 25'000 | 113'352 | 25'000 | 39'085 CHF | 9'315 CHF | 100.00% | 100.00% |
19.11.2024 | 8.54% | 0.32 CHF | 0.35 CHF | 118'081 | 25'000 | 118'110 | 25'000 | 37'642 CHF | 8'680 CHF | 99.99% | 99.99% |
18.11.2024 | 10.69% | 0.33 CHF | 0.35 CHF | 116'517 | 25'000 | 117'121 | 23'898 | 37'322 CHF | 8'461 CHF | 99.51% | 99.51% |
15.11.2024 | 8.25% | 0.33 CHF | 0.36 CHF | 116'526 | 25'000 | 116'437 | 25'000 | 38'487 CHF | 8'975 CHF | 100.00% | 100.00% |
14.11.2024 | 8.39% | 0.34 CHF | 0.37 CHF | 115'480 | 25'000 | 116'322 | 25'000 | 38'789 CHF | 9'067 CHF | 97.25% | 97.25% |
13.11.2024 | 8.24% | 0.33 CHF | 0.36 CHF | 117'280 | 25'000 | 117'033 | 24'963 | 38'897 CHF | 9'013 CHF | 97.09% | 97.09% |
12.11.2024 | 8.27% | 0.32 CHF | 0.35 CHF | 119'411 | 25'000 | 115'795 | 25'000 | 37'974 CHF | 8'907 CHF | 98.58% | 98.58% |
11.11.2024 | 7.46% | 0.35 CHF | 0.38 CHF | 112'025 | 25'000 | 111'454 | 25'000 | 39'392 CHF | 9'520 CHF | 97.60% | 97.60% |
08.11.2024 | 7.55% | 0.35 CHF | 0.37 CHF | 112'053 | 25'000 | 111'845 | 25'000 | 39'103 CHF | 9'428 CHF | 99.90% | 99.90% |
07.11.2024 | 7.81% | 0.36 CHF | 0.39 CHF | 110'915 | 25'000 | 109'713 | 24'915 | 40'221 CHF | 9'875 CHF | 95.48% | 95.48% |