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 | 2.64% | 0.40 CHF | 0.41 CHF | 117'556 | 50'000 | 116'709 | 50'000 | 43'646 CHF | 19'195 CHF | 100.00% | 100.00% |
19.11.2024 | 2.64% | 0.37 CHF | 0.38 CHF | 116'292 | 50'000 | 116'464 | 50'000 | 43'666 CHF | 19'244 CHF | 99.40% | 99.40% |
18.11.2024 | 2.55% | 0.36 CHF | 0.37 CHF | 116'590 | 50'000 | 117'417 | 50'000 | 45'435 CHF | 19'846 CHF | 100.00% | 100.00% |
15.11.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 118'663 | 50'000 | 118'551 | 50'000 | 49'801 CHF | 21'503 CHF | 100.00% | 100.00% |
14.11.2024 | 2.44% | 0.41 CHF | 0.42 CHF | 118'031 | 50'000 | 118'250 | 50'000 | 47'937 CHF | 20'769 CHF | 99.52% | 99.52% |
13.11.2024 | 2.48% | 0.42 CHF | 0.43 CHF | 118'048 | 50'000 | 117'444 | 49'704 | 47'899 CHF | 20'774 CHF | 99.32% | 99.32% |
12.11.2024 | 2.84% | 0.36 CHF | 0.37 CHF | 115'774 | 50'000 | 115'370 | 50'000 | 39'986 CHF | 17'829 CHF | 100.00% | 100.00% |
11.11.2024 | 3.01% | 0.33 CHF | 0.34 CHF | 114'897 | 50'000 | 114'574 | 50'000 | 37'577 CHF | 16'898 CHF | 100.00% | 100.00% |
08.11.2024 | 2.63% | 0.34 CHF | 0.35 CHF | 114'009 | 50'000 | 115'042 | 50'000 | 43'325 CHF | 19'326 CHF | 100.00% | 100.00% |
07.11.2024 | 2.69% | 0.39 CHF | 0.40 CHF | 115'252 | 50'000 | 115'616 | 48'704 | 44'122 CHF | 19'082 CHF | 99.13% | 99.13% |