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 | 4.80% | 0.20 CHF | 0.21 CHF | 126'085 | 75'000 | 126'005 | 75'000 | 25'673 CHF | 16'033 CHF | 100.00% | 100.00% |
19.11.2024 | 5.84% | 0.18 CHF | 0.19 CHF | 126'848 | 75'000 | 127'491 | 75'000 | 21'240 CHF | 13'247 CHF | 100.00% | 100.00% |
18.11.2024 | 5.61% | 0.19 CHF | 0.20 CHF | 126'836 | 75'000 | 127'644 | 75'000 | 22'175 CHF | 13'782 CHF | 100.00% | 100.00% |
15.11.2024 | 4.76% | 0.17 CHF | 0.18 CHF | 127'866 | 75'000 | 126'458 | 75'000 | 26'040 CHF | 16'199 CHF | 100.00% | 100.00% |
14.11.2024 | 4.01% | 0.24 CHF | 0.25 CHF | 124'710 | 75'000 | 124'909 | 75'000 | 30'571 CHF | 19'108 CHF | 99.27% | 99.27% |
13.11.2024 | 3.73% | 0.25 CHF | 0.26 CHF | 124'146 | 75'000 | 123'038 | 74'437 | 32'856 CHF | 20'636 CHF | 99.40% | 99.40% |
12.11.2024 | 3.48% | 0.28 CHF | 0.29 CHF | 122'588 | 75'000 | 122'207 | 75'000 | 34'599 CHF | 21'994 CHF | 100.00% | 100.00% |
11.11.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 120'221 | 75'000 | 119'917 | 75'000 | 39'585 CHF | 25'508 CHF | 100.00% | 100.00% |
08.11.2024 | 3.03% | 0.31 CHF | 0.32 CHF | 119'906 | 75'000 | 119'211 | 75'000 | 38'741 CHF | 25'125 CHF | 100.00% | 100.00% |
07.11.2024 | 2.71% | 0.35 CHF | 0.36 CHF | 118'441 | 75'000 | 117'815 | 73'704 | 43'498 CHF | 27'988 CHF | 99.23% | 99.23% |