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 | 2.66% | 0.40 CHF | 0.41 CHF | 117'543 | 50'000 | 116'678 | 50'000 | 43'324 CHF | 19'063 CHF | 100.00% | 100.00% |
19.11.2024 | 2.65% | 0.37 CHF | 0.38 CHF | 116'422 | 50'000 | 116'463 | 50'000 | 43'393 CHF | 19'127 CHF | 99.40% | 99.40% |
18.11.2024 | 2.58% | 0.35 CHF | 0.36 CHF | 116'257 | 50'000 | 117'415 | 50'000 | 45'047 CHF | 19'681 CHF | 100.00% | 100.00% |
15.11.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 118'717 | 50'000 | 118'549 | 50'000 | 49'405 CHF | 21'337 CHF | 100.00% | 100.00% |
14.11.2024 | 2.45% | 0.40 CHF | 0.41 CHF | 118'084 | 50'000 | 118'226 | 50'000 | 47'615 CHF | 20'637 CHF | 99.52% | 99.52% |
13.11.2024 | 2.47% | 0.42 CHF | 0.43 CHF | 118'127 | 50'000 | 117'405 | 49'704 | 47'532 CHF | 20'619 CHF | 99.32% | 99.32% |
12.11.2024 | 2.86% | 0.36 CHF | 0.37 CHF | 115'837 | 50'000 | 115'416 | 50'000 | 39'842 CHF | 17'760 CHF | 100.00% | 100.00% |
11.11.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 114'845 | 50'000 | 114'549 | 50'000 | 37'407 CHF | 16'827 CHF | 100.00% | 100.00% |
08.11.2024 | 2.65% | 0.34 CHF | 0.35 CHF | 114'097 | 50'000 | 115'078 | 50'000 | 42'999 CHF | 19'179 CHF | 100.00% | 100.00% |
07.11.2024 | 2.70% | 0.39 CHF | 0.40 CHF | 115'315 | 50'000 | 115'639 | 48'703 | 43'884 CHF | 18'978 CHF | 99.13% | 99.13% |