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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 2.74% | 0.37 CHF | 0.38 CHF | 127'581 | 75'000 | 126'424 | 75'000 | 45'566 CHF | 27'778 CHF | 100.00% | 100.00% |
20.11.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 126'154 | 75'000 | 126'027 | 75'000 | 46'395 CHF | 28'359 CHF | 100.00% | 100.00% |
19.11.2024 | 2.44% | 0.39 CHF | 0.40 CHF | 126'716 | 75'000 | 127'116 | 75'000 | 51'405 CHF | 31'080 CHF | 100.00% | 100.00% |
18.11.2024 | 2.47% | 0.38 CHF | 0.39 CHF | 126'762 | 75'000 | 127'708 | 75'000 | 51'080 CHF | 30'746 CHF | 100.00% | 100.00% |
15.11.2024 | 2.67% | 0.40 CHF | 0.41 CHF | 127'899 | 75'000 | 126'377 | 75'000 | 46'699 CHF | 28'459 CHF | 100.00% | 100.00% |
14.11.2024 | 2.98% | 0.33 CHF | 0.34 CHF | 124'517 | 75'000 | 124'819 | 75'000 | 41'375 CHF | 25'609 CHF | 99.27% | 99.27% |
13.11.2024 | 3.25% | 0.33 CHF | 0.34 CHF | 124'002 | 75'000 | 123'038 | 74'437 | 38'004 CHF | 23'739 CHF | 99.40% | 99.40% |
12.11.2024 | 3.36% | 0.30 CHF | 0.31 CHF | 122'360 | 75'000 | 122'170 | 75'000 | 35'890 CHF | 22'773 CHF | 100.00% | 100.00% |
11.11.2024 | 3.96% | 0.25 CHF | 0.26 CHF | 120'317 | 75'000 | 119'928 | 75'000 | 29'664 CHF | 19'301 CHF | 100.00% | 100.00% |
08.11.2024 | 3.85% | 0.27 CHF | 0.28 CHF | 119'906 | 75'000 | 119'211 | 75'000 | 30'401 CHF | 19'875 CHF | 100.00% | 100.00% |