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 | 3.80% | 0.28 CHF | 0.29 CHF | 117'308 | 50'000 | 116'688 | 50'000 | 30'197 CHF | 13'437 CHF | 100.00% | 100.00% |
19.11.2024 | 3.79% | 0.26 CHF | 0.27 CHF | 116'511 | 50'000 | 116'443 | 50'000 | 30'219 CHF | 13'473 CHF | 99.40% | 99.40% |
18.11.2024 | 3.62% | 0.24 CHF | 0.25 CHF | 116'346 | 50'000 | 117'421 | 50'000 | 31'953 CHF | 14'104 CHF | 100.00% | 100.00% |
15.11.2024 | 3.23% | 0.30 CHF | 0.31 CHF | 118'544 | 50'000 | 118'572 | 50'000 | 36'113 CHF | 15'728 CHF | 100.00% | 100.00% |
14.11.2024 | 3.39% | 0.29 CHF | 0.30 CHF | 118'162 | 50'000 | 118'281 | 50'000 | 34'293 CHF | 14'996 CHF | 99.52% | 99.52% |
13.11.2024 | 3.38% | 0.30 CHF | 0.31 CHF | 118'010 | 50'000 | 117'448 | 49'704 | 34'290 CHF | 15'005 CHF | 99.32% | 99.32% |
12.11.2024 | 4.22% | 0.25 CHF | 0.26 CHF | 115'977 | 50'000 | 115'394 | 50'000 | 26'811 CHF | 12'117 CHF | 100.00% | 100.00% |
11.11.2024 | 4.62% | 0.21 CHF | 0.22 CHF | 114'631 | 50'000 | 114'520 | 50'000 | 24'257 CHF | 11'090 CHF | 100.00% | 100.00% |
08.11.2024 | 3.80% | 0.23 CHF | 0.24 CHF | 114'261 | 50'000 | 115'024 | 50'000 | 29'893 CHF | 13'491 CHF | 100.00% | 100.00% |
07.11.2024 | 3.86% | 0.28 CHF | 0.29 CHF | 115'523 | 50'000 | 115'634 | 48'704 | 30'936 CHF | 13'536 CHF | 99.13% | 99.13% |