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 | 5.23% | 0.21 CHF | 0.22 CHF | 135'812 | 75'000 | 135'004 | 75'000 | 25'411 CHF | 14'858 CHF | 100.00% | 100.00% |
19.11.2024 | 3.70% | 0.28 CHF | 0.29 CHF | 138'554 | 75'000 | 134'292 | 73'453 | 37'621 CHF | 21'277 CHF | 100.00% | 100.00% |
18.11.2024 | 4.27% | 0.27 CHF | 0.28 CHF | 138'451 | 75'000 | 137'080 | 75'000 | 32'242 CHF | 18'362 CHF | 100.00% | 100.00% |
15.11.2024 | 4.40% | 0.20 CHF | 0.21 CHF | 135'905 | 75'000 | 137'038 | 75'000 | 30'977 CHF | 17'683 CHF | 100.00% | 100.00% |
14.11.2024 | 3.75% | 0.25 CHF | 0.26 CHF | 138'241 | 75'000 | 138'778 | 75'000 | 36'493 CHF | 20'465 CHF | 99.52% | 99.52% |
13.11.2024 | 2.77% | 0.35 CHF | 0.36 CHF | 141'927 | 75'000 | 140'491 | 74'146 | 50'209 CHF | 27'242 CHF | 99.32% | 99.32% |
12.11.2024 | 3.27% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 139'131 | 75'000 | 41'899 CHF | 23'332 CHF | 100.00% | 100.00% |
11.11.2024 | 3.57% | 0.26 CHF | 0.27 CHF | 137'285 | 75'000 | 137'683 | 75'000 | 37'879 CHF | 21'382 CHF | 100.00% | 100.00% |
08.11.2024 | 3.23% | 0.31 CHF | 0.32 CHF | 138'064 | 75'000 | 137'801 | 75'000 | 42'000 CHF | 23'608 CHF | 100.00% | 100.00% |
07.11.2024 | 3.71% | 0.28 CHF | 0.29 CHF | 136'900 | 75'000 | 136'906 | 72'406 | 37'358 CHF | 20'378 CHF | 99.12% | 99.12% |