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 | 5.58% | 0.17 CHF | 0.18 CHF | 130'000 | 130'000 | 126'341 | 126'341 | 22'034 CHF | 23'298 CHF | 100.00% | 100.00% |
19.11.2024 | 5.68% | 0.16 CHF | 0.17 CHF | 120'000 | 120'000 | 116'871 | 116'871 | 20'021 CHF | 21'190 CHF | 100.00% | 100.00% |
18.11.2024 | 5.83% | 0.18 CHF | 0.19 CHF | 130'000 | 130'000 | 126'385 | 126'385 | 21'082 CHF | 22'346 CHF | 100.00% | 100.00% |
15.11.2024 | 6.04% | 0.16 CHF | 0.17 CHF | 130'000 | 130'000 | 126'612 | 126'612 | 20'455 CHF | 21'721 CHF | 100.00% | 100.00% |
14.11.2024 | 7.26% | 0.14 CHF | 0.15 CHF | 130'000 | 130'000 | 126'591 | 126'591 | 16'897 CHF | 18'163 CHF | 99.36% | 99.36% |
13.11.2024 | 6.30% | 0.15 CHF | 0.16 CHF | 130'000 | 130'000 | 126'615 | 126'615 | 19'504 CHF | 20'770 CHF | 100.00% | 100.00% |
12.11.2024 | 5.99% | 0.15 CHF | 0.16 CHF | 120'000 | 120'000 | 114'793 | 114'793 | 18'586 CHF | 19'734 CHF | 98.86% | 100.00% |
11.11.2024 | 4.44% | 0.20 CHF | 0.21 CHF | 110'000 | 110'000 | 107'131 | 107'131 | 23'618 CHF | 24'690 CHF | 99.93% | 99.93% |
08.11.2024 | 3.73% | 0.23 CHF | 0.24 CHF | 100'000 | 100'000 | 97'391 | 97'391 | 25'709 CHF | 26'683 CHF | 99.84% | 99.84% |
07.11.2024 | 2.92% | 0.35 CHF | 0.36 CHF | 100'000 | 100'000 | 97'352 | 97'352 | 32'949 CHF | 33'922 CHF | 98.41% | 98.41% |