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 | 5.86% | 0.18 CHF | 0.19 CHF | 135'732 | 75'000 | 135'072 | 75'000 | 22'478 CHF | 13'229 CHF | 94.79% | 94.79% |
19.11.2024 | 5.04% | 0.19 CHF | 0.20 CHF | 135'557 | 75'000 | 135'759 | 75'000 | 26'347 CHF | 15'303 CHF | 100.00% | 100.00% |
18.11.2024 | 10.81% | 0.15 CHF | 0.16 CHF | 134'635 | 75'000 | 73'772 | 51'451 | 11'296 CHF | 8'479 CHF | 100.00% | 100.00% |
15.11.2024 | 6.59% | 0.14 CHF | 0.15 CHF | 134'331 | 75'000 | 134'783 | 75'000 | 19'947 CHF | 11'846 CHF | 100.00% | 100.00% |
14.11.2024 | 5.57% | 0.16 CHF | 0.17 CHF | 135'129 | 75'000 | 136'045 | 75'000 | 23'964 CHF | 13'955 CHF | 83.69% | 83.69% |
13.11.2024 | 5.11% | 0.19 CHF | 0.20 CHF | 135'969 | 75'000 | 135'773 | 74'112 | 26'387 CHF | 15'153 CHF | 94.16% | 94.16% |
12.11.2024 | 4.93% | 0.20 CHF | 0.21 CHF | 135'885 | 75'000 | 135'814 | 75'000 | 26'883 CHF | 15'594 CHF | 84.37% | 84.37% |
11.11.2024 | 8.67% | 0.13 CHF | 0.14 CHF | 132'454 | 75'000 | 131'736 | 75'000 | 14'700 CHF | 9'116 CHF | 94.79% | 94.79% |
08.11.2024 | 5.98% | 0.14 CHF | 0.15 CHF | 132'339 | 75'000 | 132'852 | 75'000 | 21'650 CHF | 12'971 CHF | 100.00% | 100.00% |
07.11.2024 | 5.90% | 0.17 CHF | 0.18 CHF | 133'083 | 75'000 | 133'699 | 72'251 | 22'291 CHF | 12'692 CHF | 93.52% | 93.52% |