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 | 4.33% | 0.21 CHF | 0.22 CHF | 135'558 | 75'000 | 135'000 | 75'000 | 30'696 CHF | 17'811 CHF | 100.00% | 100.00% |
19.11.2024 | 7.24% | 0.14 CHF | 0.15 CHF | 138'445 | 75'000 | 134'183 | 73'427 | 18'466 CHF | 10'896 CHF | 98.34% | 100.00% |
18.11.2024 | 5.45% | 0.15 CHF | 0.16 CHF | 138'451 | 75'000 | 137'080 | 75'000 | 25'332 CHF | 14'638 CHF | 100.00% | 100.00% |
15.11.2024 | 5.15% | 0.22 CHF | 0.23 CHF | 135'905 | 75'000 | 137'038 | 75'000 | 26'579 CHF | 15'317 CHF | 100.00% | 100.00% |
14.11.2024 | 6.19% | 0.17 CHF | 0.18 CHF | 138'041 | 75'000 | 138'651 | 75'000 | 21'936 CHF | 12'621 CHF | 94.35% | 99.52% |
13.11.2024 | - | 0.06 CHF | - CHF | 142'156 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.32% |
12.11.2024 | 7.62% | 0.06 CHF | 0.12 CHF | 141'727 | 75'000 | 138'945 | 75'000 | 17'579 CHF | 10'240 CHF | 85.69% | 100.00% |
11.11.2024 | 6.62% | 0.16 CHF | 0.17 CHF | 137'033 | 75'000 | 137'693 | 75'000 | 20'183 CHF | 11'746 CHF | 100.00% | 100.00% |