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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 7.22% | 0.42 CHF | 0.45 CHF | 93'581 | 25'000 | 93'841 | 25'000 | 37'608 CHF | 10'770 CHF | 100.00% | 100.00% |
20.11.2024 | 7.72% | 0.40 CHF | 0.43 CHF | 93'401 | 25'000 | 94'236 | 25'000 | 35'227 CHF | 10'097 CHF | 100.00% | 100.00% |
19.11.2024 | 7.84% | 0.35 CHF | 0.37 CHF | 94'869 | 25'000 | 95'176 | 25'000 | 32'445 CHF | 9'217 CHF | 100.00% | 100.00% |
18.11.2024 | 8.02% | 0.35 CHF | 0.38 CHF | 95'215 | 25'000 | 95'445 | 25'000 | 32'989 CHF | 9'363 CHF | 99.63% | 99.63% |
15.11.2024 | 6.96% | 0.35 CHF | 0.38 CHF | 95'280 | 25'000 | 95'279 | 25'000 | 33'859 CHF | 9'524 CHF | 100.00% | 100.00% |
14.11.2024 | 7.69% | 0.37 CHF | 0.39 CHF | 94'824 | 25'000 | 95'320 | 25'000 | 34'013 CHF | 9'634 CHF | 99.44% | 99.44% |
13.11.2024 | 8.04% | 0.36 CHF | 0.38 CHF | 94'756 | 25'000 | 94'712 | 24'964 | 33'496 CHF | 9'569 CHF | 98.88% | 98.88% |
12.11.2024 | 8.14% | 0.34 CHF | 0.37 CHF | 95'233 | 25'000 | 94'650 | 25'000 | 33'472 CHF | 9'592 CHF | 100.00% | 100.00% |
11.11.2024 | 6.47% | 0.39 CHF | 0.42 CHF | 93'368 | 25'000 | 93'343 | 25'000 | 36'257 CHF | 10'360 CHF | 100.00% | 100.00% |
08.11.2024 | 7.04% | 0.38 CHF | 0.40 CHF | 93'154 | 25'000 | 92'864 | 25'000 | 35'205 CHF | 10'169 CHF | 100.00% | 100.00% |