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 | 4.81% | 0.19 CHF | 0.20 CHF | 135'732 | 75'000 | 135'072 | 75'000 | 27'499 CHF | 16'021 CHF | 94.79% | 94.79% |
19.11.2024 | 5.52% | 0.19 CHF | 0.20 CHF | 135'333 | 75'000 | 135'733 | 75'000 | 23'996 CHF | 14'012 CHF | 100.00% | 100.00% |
18.11.2024 | 7.09% | 0.22 CHF | 0.23 CHF | 134'707 | 75'000 | 73'801 | 51'451 | 16'026 CHF | 11'998 CHF | 100.00% | 100.00% |
15.11.2024 | 4.34% | 0.24 CHF | 0.25 CHF | 134'311 | 75'000 | 134'807 | 75'000 | 30'496 CHF | 17'720 CHF | 100.00% | 100.00% |
14.11.2024 | 4.93% | 0.21 CHF | 0.22 CHF | 135'381 | 75'000 | 136'015 | 75'000 | 27'061 CHF | 15'677 CHF | 83.69% | 83.69% |
13.11.2024 | 5.40% | 0.18 CHF | 0.19 CHF | 136'089 | 75'000 | 135'727 | 74'112 | 24'782 CHF | 14'278 CHF | 94.16% | 94.16% |
12.11.2024 | 5.44% | 0.18 CHF | 0.19 CHF | 135'885 | 75'000 | 135'807 | 75'000 | 24'328 CHF | 14'186 CHF | 84.37% | 84.37% |
11.11.2024 | 3.66% | 0.25 CHF | 0.26 CHF | 132'454 | 75'000 | 131'736 | 75'000 | 35'360 CHF | 20'884 CHF | 94.79% | 94.79% |
08.11.2024 | 4.51% | 0.24 CHF | 0.25 CHF | 132'339 | 75'000 | 132'852 | 75'000 | 28'833 CHF | 17'029 CHF | 100.00% | 100.00% |
07.11.2024 | 4.83% | 0.21 CHF | 0.22 CHF | 132'921 | 75'000 | 133'572 | 72'251 | 27'927 CHF | 15'909 CHF | 93.51% | 93.51% |