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 | 7.19% | 0.27 CHF | 0.29 CHF | 78'769 | 50'000 | 77'713 | 50'000 | 17'550 CHF | 12'115 CHF | 100.00% | 100.00% |
19.11.2024 | 5.47% | 0.29 CHF | 0.31 CHF | 79'044 | 50'000 | 79'001 | 50'000 | 22'981 CHF | 15'355 CHF | 100.00% | 100.00% |
18.11.2024 | 6.19% | 0.28 CHF | 0.30 CHF | 79'130 | 50'000 | 78'834 | 50'000 | 21'117 CHF | 14'246 CHF | 100.00% | 100.00% |
15.11.2024 | 7.48% | 0.27 CHF | 0.28 CHF | 78'821 | 50'000 | 78'452 | 50'000 | 19'438 CHF | 13'345 CHF | 100.00% | 100.00% |
14.11.2024 | 8.59% | 0.20 CHF | 0.21 CHF | 77'229 | 50'000 | 77'528 | 50'000 | 15'738 CHF | 11'060 CHF | 99.52% | 99.52% |
13.11.2024 | 7.57% | 0.22 CHF | 0.24 CHF | 77'452 | 50'000 | 77'506 | 49'383 | 17'607 CHF | 12'092 CHF | 99.32% | 99.32% |
12.11.2024 | 7.35% | 0.24 CHF | 0.25 CHF | 77'678 | 50'000 | 77'657 | 50'000 | 18'329 CHF | 12'700 CHF | 100.00% | 100.00% |
11.11.2024 | 8.88% | 0.22 CHF | 0.24 CHF | 77'106 | 50'000 | 76'396 | 50'000 | 14'552 CHF | 10'399 CHF | 100.00% | 100.00% |
08.11.2024 | 6.95% | 0.25 CHF | 0.26 CHF | 77'139 | 50'000 | 77'030 | 50'000 | 19'021 CHF | 13'234 CHF | 100.00% | 100.00% |
07.11.2024 | 6.14% | 0.27 CHF | 0.28 CHF | 77'405 | 50'000 | 77'392 | 48'444 | 19'536 CHF | 12'956 CHF | 99.12% | 99.12% |