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 | 5.24% | 0.19 CHF | 0.20 CHF | 166'823 | 75'000 | 167'243 | 75'000 | 31'094 CHF | 14'695 CHF | 100.00% | 100.00% |
19.11.2024 | 6.72% | 0.17 CHF | 0.18 CHF | 167'980 | 75'000 | 168'391 | 75'000 | 26'889 CHF | 12'807 CHF | 99.40% | 99.40% |
18.11.2024 | 6.16% | 0.18 CHF | 0.19 CHF | 167'499 | 75'000 | 168'333 | 75'000 | 29'075 CHF | 13'778 CHF | 100.00% | 100.00% |
15.11.2024 | 4.23% | 0.20 CHF | 0.21 CHF | 167'320 | 75'000 | 165'046 | 75'000 | 38'426 CHF | 18'219 CHF | 100.00% | 100.00% |
14.11.2024 | 4.55% | 0.24 CHF | 0.25 CHF | 164'717 | 75'000 | 165'233 | 75'000 | 38'483 CHF | 18'286 CHF | 99.52% | 99.52% |
13.11.2024 | 3.69% | 0.27 CHF | 0.28 CHF | 161'790 | 75'000 | 160'752 | 74'442 | 46'149 CHF | 22'168 CHF | 99.32% | 99.32% |
12.11.2024 | 3.20% | 0.32 CHF | 0.33 CHF | 158'687 | 75'000 | 156'262 | 75'000 | 50'957 CHF | 25'274 CHF | 70.05% | 70.05% |
11.11.2024 | 2.97% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 135'583 | 75'000 | 51'571 CHF | 29'438 CHF | 100.00% | 100.00% |
08.11.2024 | 2.92% | 0.37 CHF | 0.39 CHF | 140'000 | 75'000 | 128'933 | 75'000 | 52'170 CHF | 31'288 CHF | 100.00% | 100.00% |
07.11.2024 | 2.75% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 104'512 | 72'407 | 52'127 CHF | 37'094 CHF | 99.13% | 99.13% |