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 | 2.54% | 0.39 CHF | 0.40 CHF | 109'320 | 50'000 | 109'516 | 50'000 | 42'593 CHF | 19'947 CHF | 100.00% | 100.00% |
19.11.2024 | 2.78% | 0.36 CHF | 0.37 CHF | 111'415 | 50'000 | 111'654 | 50'000 | 39'561 CHF | 18'217 CHF | 70.65% | 70.65% |
18.11.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 111'268 | 50'000 | 111'207 | 50'000 | 40'975 CHF | 18'924 CHF | 99.64% | 99.64% |
15.11.2024 | 2.63% | 0.37 CHF | 0.38 CHF | 111'031 | 50'000 | 110'960 | 50'000 | 41'571 CHF | 19'234 CHF | 100.00% | 100.00% |
14.11.2024 | 2.45% | 0.40 CHF | 0.41 CHF | 109'041 | 50'000 | 109'113 | 50'000 | 44'032 CHF | 20'677 CHF | 99.44% | 99.44% |
13.11.2024 | 2.45% | 0.41 CHF | 0.42 CHF | 107'712 | 50'000 | 107'773 | 49'819 | 43'932 CHF | 20'811 CHF | 98.88% | 98.88% |
12.11.2024 | 2.29% | 0.42 CHF | 0.43 CHF | 107'234 | 50'000 | 106'368 | 50'000 | 45'958 CHF | 22'104 CHF | 100.00% | 100.00% |
11.11.2024 | 2.14% | 0.45 CHF | 0.46 CHF | 104'949 | 50'000 | 104'176 | 50'000 | 48'245 CHF | 23'657 CHF | 100.00% | 100.00% |
08.11.2024 | 2.10% | 0.46 CHF | 0.47 CHF | 103'483 | 50'000 | 102'885 | 50'000 | 48'400 CHF | 24'023 CHF | 88.69% | 88.69% |
07.11.2024 | 2.17% | 0.48 CHF | 0.49 CHF | 102'563 | 50'000 | 101'267 | 48'703 | 48'648 CHF | 23'898 CHF | 99.06% | 99.06% |