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% | 0.29 CHF | 0.30 CHF | 133'057 | 75'000 | 131'460 | 75'000 | 32'515 CHF | 19'296 CHF | 100.00% | 100.00% |
19.11.2024 | 3.45% | 0.27 CHF | 0.28 CHF | 132'020 | 75'000 | 132'571 | 75'000 | 37'762 CHF | 22'112 CHF | 100.00% | 100.00% |
18.11.2024 | 3.52% | 0.28 CHF | 0.29 CHF | 132'773 | 75'000 | 132'940 | 75'000 | 37'195 CHF | 21'732 CHF | 100.00% | 100.00% |
15.11.2024 | 3.45% | 0.26 CHF | 0.27 CHF | 132'438 | 75'000 | 133'345 | 75'000 | 38'162 CHF | 22'207 CHF | 100.00% | 100.00% |
14.11.2024 | 3.15% | 0.30 CHF | 0.31 CHF | 133'977 | 75'000 | 134'579 | 75'000 | 42'131 CHF | 24'226 CHF | 99.52% | 99.52% |
13.11.2024 | 3.00% | 0.36 CHF | 0.37 CHF | 135'760 | 75'000 | 134'456 | 74'138 | 44'949 CHF | 25'512 CHF | 98.35% | 98.35% |
12.11.2024 | 3.73% | 0.29 CHF | 0.30 CHF | 132'432 | 75'000 | 131'414 | 75'000 | 34'604 CHF | 20'497 CHF | 99.90% | 99.90% |
11.11.2024 | 4.90% | 0.20 CHF | 0.21 CHF | 128'567 | 75'000 | 128'582 | 75'000 | 25'619 CHF | 15'693 CHF | 100.00% | 100.00% |
08.11.2024 | 4.57% | 0.22 CHF | 0.23 CHF | 128'361 | 75'000 | 128'102 | 75'000 | 27'391 CHF | 16'786 CHF | 100.00% | 100.00% |
07.11.2024 | 5.56% | 0.17 CHF | 0.18 CHF | 126'343 | 75'000 | 127'281 | 72'408 | 22'783 CHF | 13'566 CHF | 99.13% | 99.13% |