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 | 3.08% | 0.32 CHF | 0.33 CHF | 126'322 | 75'000 | 126'009 | 75'000 | 40'349 CHF | 24'768 CHF | 100.00% | 100.00% |
19.11.2024 | 3.46% | 0.29 CHF | 0.30 CHF | 126'701 | 75'000 | 127'351 | 75'000 | 36'227 CHF | 22'087 CHF | 100.00% | 100.00% |
18.11.2024 | 3.39% | 0.31 CHF | 0.32 CHF | 126'762 | 75'000 | 127'734 | 75'000 | 37'046 CHF | 22'504 CHF | 100.00% | 100.00% |
15.11.2024 | 3.06% | 0.29 CHF | 0.30 CHF | 128'141 | 75'000 | 126'476 | 75'000 | 40'821 CHF | 24'962 CHF | 100.00% | 100.00% |
14.11.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 124'708 | 75'000 | 124'868 | 75'000 | 45'203 CHF | 27'903 CHF | 99.27% | 99.27% |
13.11.2024 | 2.59% | 0.37 CHF | 0.38 CHF | 123'944 | 75'000 | 123'193 | 74'236 | 46'996 CHF | 29'068 CHF | 73.36% | 73.36% |
12.11.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 122'616 | 75'000 | 122'740 | 75'000 | 47'693 CHF | 29'895 CHF | 63.68% | 63.68% |
11.11.2024 | 2.21% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 119'816 | 75'000 | 53'607 CHF | 34'307 CHF | 89.21% | 89.21% |
08.11.2024 | 2.24% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 119'019 | 75'000 | 52'669 CHF | 33'943 CHF | 86.56% | 86.56% |
07.11.2024 | 2.07% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 108'496 | 74'335 | 52'784 CHF | 36'983 CHF | 96.43% | 96.43% |