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 | 6.76% | 0.13 CHF | 0.14 CHF | 315'645 | 75'000 | 301'314 | 75'000 | 43'119 CHF | 11'489 CHF | 100.00% | 100.00% |
19.11.2024 | 7.52% | 0.13 CHF | 0.14 CHF | 311'477 | 75'000 | 328'213 | 75'000 | 42'047 CHF | 10'364 CHF | 100.00% | 100.00% |
18.11.2024 | 7.78% | 0.14 CHF | 0.15 CHF | 323'320 | 75'000 | 320'829 | 63'973 | 44'039 CHF | 9'412 CHF | 100.00% | 100.00% |
15.11.2024 | 6.97% | 0.15 CHF | 0.16 CHF | 315'067 | 75'000 | 332'527 | 75'000 | 46'090 CHF | 11'172 CHF | 100.00% | 100.00% |
14.11.2024 | 7.58% | 0.13 CHF | 0.14 CHF | 328'551 | 75'000 | 346'739 | 75'000 | 44'018 CHF | 10'284 CHF | 99.52% | 99.52% |
13.11.2024 | 8.06% | 0.11 CHF | 0.12 CHF | 369'350 | 75'000 | 351'211 | 74'138 | 42'350 CHF | 9'715 CHF | 98.35% | 98.35% |
12.11.2024 | 6.49% | 0.14 CHF | 0.15 CHF | 308'149 | 75'000 | 300'790 | 75'000 | 44'903 CHF | 11'950 CHF | 99.90% | 99.90% |
11.11.2024 | 5.42% | 0.18 CHF | 0.19 CHF | 264'256 | 75'000 | 272'224 | 75'000 | 48'861 CHF | 14'211 CHF | 31.96% | 31.96% |
08.11.2024 | 5.53% | 0.17 CHF | 0.18 CHF | 270'119 | 75'000 | 272'607 | 75'000 | 47'984 CHF | 13'951 CHF | 100.00% | 100.00% |
07.11.2024 | 5.39% | 0.20 CHF | 0.21 CHF | 246'245 | 75'000 | 262'213 | 71'166 | 49'683 CHF | 14'312 CHF | 67.01% | 67.01% |