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 | 3.98% | 0.24 CHF | 0.25 CHF | 126'248 | 75'000 | 126'026 | 75'000 | 31'063 CHF | 19'238 CHF | 100.00% | 100.00% |
19.11.2024 | 4.67% | 0.22 CHF | 0.23 CHF | 126'784 | 75'000 | 127'365 | 75'000 | 26'717 CHF | 16'485 CHF | 100.00% | 100.00% |
18.11.2024 | 4.52% | 0.23 CHF | 0.24 CHF | 127'151 | 75'000 | 127'680 | 75'000 | 27'656 CHF | 16'998 CHF | 100.00% | 100.00% |
15.11.2024 | 3.94% | 0.22 CHF | 0.23 CHF | 127'899 | 75'000 | 126'349 | 75'000 | 31'554 CHF | 19'485 CHF | 100.00% | 100.00% |
14.11.2024 | 3.42% | 0.29 CHF | 0.30 CHF | 124'796 | 75'000 | 124'806 | 75'000 | 35'961 CHF | 22'362 CHF | 99.27% | 99.27% |
13.11.2024 | 3.18% | 0.29 CHF | 0.30 CHF | 124'002 | 75'000 | 123'037 | 74'437 | 38'277 CHF | 23'910 CHF | 99.40% | 99.40% |
12.11.2024 | 3.03% | 0.32 CHF | 0.33 CHF | 122'417 | 75'000 | 122'181 | 75'000 | 39'882 CHF | 25'241 CHF | 100.00% | 100.00% |
11.11.2024 | 2.63% | 0.37 CHF | 0.38 CHF | 120'317 | 75'000 | 119'952 | 75'000 | 44'976 CHF | 28'872 CHF | 100.00% | 100.00% |
08.11.2024 | 2.66% | 0.35 CHF | 0.36 CHF | 120'167 | 75'000 | 119'192 | 75'000 | 44'223 CHF | 28'579 CHF | 100.00% | 100.00% |
07.11.2024 | 2.49% | 0.39 CHF | 0.40 CHF | 118'562 | 75'000 | 117'869 | 73'503 | 48'577 CHF | 31'084 CHF | 85.91% | 85.91% |