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 | 9.71% | 0.27 CHF | 0.30 CHF | 93'581 | 25'000 | 93'826 | 25'000 | 23'456 CHF | 6'891 CHF | 100.00% | 100.00% |
20.11.2024 | 12.32% | 0.25 CHF | 0.27 CHF | 93'456 | 25'000 | 94'260 | 25'000 | 20'697 CHF | 6'209 CHF | 100.00% | 100.00% |
19.11.2024 | 14.95% | 0.19 CHF | 0.22 CHF | 95'094 | 25'000 | 95'174 | 25'000 | 17'703 CHF | 5'401 CHF | 100.00% | 100.00% |
18.11.2024 | 14.48% | 0.20 CHF | 0.23 CHF | 95'129 | 25'000 | 95'351 | 25'000 | 18'343 CHF | 5'559 CHF | 99.63% | 99.63% |
15.11.2024 | 13.73% | 0.20 CHF | 0.23 CHF | 95'345 | 25'000 | 95'220 | 25'000 | 19'135 CHF | 5'764 CHF | 100.00% | 100.00% |
14.11.2024 | 12.81% | 0.21 CHF | 0.24 CHF | 95'068 | 25'000 | 95'271 | 25'000 | 19'565 CHF | 5'836 CHF | 99.44% | 99.44% |
13.11.2024 | 12.68% | 0.20 CHF | 0.23 CHF | 94'914 | 25'000 | 94'751 | 24'964 | 19'224 CHF | 5'749 CHF | 98.88% | 98.88% |
12.11.2024 | 13.89% | 0.18 CHF | 0.21 CHF | 95'372 | 25'000 | 94'600 | 25'000 | 19'034 CHF | 5'781 CHF | 100.00% | 100.00% |
11.11.2024 | 12.16% | 0.23 CHF | 0.26 CHF | 93'553 | 25'000 | 93'338 | 25'000 | 21'627 CHF | 6'543 CHF | 100.00% | 100.00% |
08.11.2024 | 11.56% | 0.22 CHF | 0.25 CHF | 93'154 | 25'000 | 92'877 | 25'000 | 21'059 CHF | 6'365 CHF | 100.00% | 100.00% |