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 | 6.93% | 0.16 CHF | 0.17 CHF | 166'867 | 75'000 | 167'167 | 75'000 | 24'708 CHF | 11'882 CHF | 100.00% | 100.00% |
19.11.2024 | 7.84% | 0.13 CHF | 0.14 CHF | 168'154 | 75'000 | 168'438 | 75'000 | 20'726 CHF | 9'980 CHF | 99.40% | 99.40% |
18.11.2024 | 7.81% | 0.14 CHF | 0.15 CHF | 167'752 | 75'000 | 168'375 | 75'000 | 22'929 CHF | 11'043 CHF | 100.00% | 100.00% |
15.11.2024 | 5.50% | 0.16 CHF | 0.17 CHF | 167'344 | 75'000 | 165'131 | 75'000 | 32'156 CHF | 15'431 CHF | 100.00% | 100.00% |
14.11.2024 | 5.29% | 0.20 CHF | 0.21 CHF | 164'455 | 75'000 | 165'205 | 75'000 | 32'253 CHF | 15'443 CHF | 99.52% | 99.52% |
13.11.2024 | 4.29% | 0.24 CHF | 0.25 CHF | 161'717 | 75'000 | 160'781 | 74'442 | 40'184 CHF | 19'415 CHF | 99.32% | 99.32% |
12.11.2024 | 3.71% | 0.28 CHF | 0.29 CHF | 158'840 | 75'000 | 158'232 | 75'000 | 46'168 CHF | 22'711 CHF | 100.00% | 100.00% |
11.11.2024 | 3.23% | 0.32 CHF | 0.34 CHF | 156'139 | 75'000 | 147'398 | 75'000 | 51'230 CHF | 26'963 CHF | 52.04% | 52.04% |
08.11.2024 | 3.24% | 0.34 CHF | 0.35 CHF | 150'000 | 75'000 | 140'471 | 75'000 | 51'618 CHF | 28'501 CHF | 100.00% | 100.00% |
07.11.2024 | 2.71% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 112'521 | 72'407 | 51'940 CHF | 34'342 CHF | 99.13% | 99.13% |