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 | 7.46% | 0.12 CHF | 0.13 CHF | 135'812 | 75'000 | 135'897 | 75'000 | 17'644 CHF | 10'486 CHF | 29.29% | 100.00% |
19.11.2024 | 5.24% | 0.20 CHF | 0.21 CHF | 138'663 | 75'000 | 134'302 | 73'453 | 26'540 CHF | 15'214 CHF | 100.00% | 100.00% |
18.11.2024 | 5.87% | 0.19 CHF | 0.20 CHF | 138'359 | 75'000 | 137'768 | 75'000 | 23'301 CHF | 13'422 CHF | 75.95% | 100.00% |
15.11.2024 | 6.17% | 0.12 CHF | 0.13 CHF | 135'880 | 75'000 | 137'648 | 75'000 | 22'082 CHF | 12'769 CHF | 66.19% | 100.00% |
14.11.2024 | 5.39% | 0.17 CHF | 0.18 CHF | 138'241 | 75'000 | 138'730 | 75'000 | 25'287 CHF | 14'413 CHF | 99.52% | 99.52% |
13.11.2024 | 3.59% | 0.27 CHF | 0.28 CHF | 141'927 | 75'000 | 141'960 | 74'146 | 39'308 CHF | 21'279 CHF | 99.32% | 99.32% |
12.11.2024 | 4.49% | 0.28 CHF | 0.29 CHF | 141'727 | 75'000 | 139'145 | 75'000 | 30'416 CHF | 17'140 CHF | 100.00% | 100.00% |
11.11.2024 | 5.05% | 0.18 CHF | 0.19 CHF | 137'033 | 75'000 | 137'693 | 75'000 | 26'632 CHF | 15'255 CHF | 100.00% | 100.00% |
08.11.2024 | 4.40% | 0.23 CHF | 0.24 CHF | 138'220 | 75'000 | 137'809 | 75'000 | 30'627 CHF | 17'418 CHF | 100.00% | 100.00% |
07.11.2024 | 5.20% | 0.20 CHF | 0.21 CHF | 136'576 | 75'000 | 136'902 | 72'406 | 26'146 CHF | 14'441 CHF | 99.12% | 99.12% |