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 | 3.25% | 0.35 CHF | 0.36 CHF | 87'827 | 50'000 | 87'941 | 50'000 | 29'783 CHF | 17'494 CHF | 100.00% | 100.00% |
19.11.2024 | 4.30% | 0.31 CHF | 0.32 CHF | 88'145 | 50'000 | 88'651 | 50'000 | 25'088 CHF | 14'773 CHF | 99.40% | 99.40% |
18.11.2024 | 3.79% | 0.31 CHF | 0.32 CHF | 88'552 | 50'000 | 88'722 | 50'000 | 26'840 CHF | 15'709 CHF | 100.00% | 100.00% |
15.11.2024 | 4.31% | 0.26 CHF | 0.27 CHF | 89'588 | 50'000 | 88'465 | 50'000 | 28'841 CHF | 17'033 CHF | 100.00% | 100.00% |
14.11.2024 | 4.19% | 0.37 CHF | 0.38 CHF | 87'683 | 50'000 | 87'835 | 50'000 | 32'277 CHF | 19'159 CHF | 99.52% | 99.52% |
13.11.2024 | 3.61% | 0.37 CHF | 0.39 CHF | 87'226 | 50'000 | 86'606 | 49'383 | 35'032 CHF | 20'698 CHF | 99.32% | 99.32% |
12.11.2024 | 2.48% | 0.43 CHF | 0.44 CHF | 86'217 | 50'000 | 85'324 | 50'000 | 40'725 CHF | 24'465 CHF | 100.00% | 100.00% |
11.11.2024 | 2.51% | 0.46 CHF | 0.47 CHF | 85'488 | 50'000 | 85'438 | 50'000 | 39'025 CHF | 23'419 CHF | 100.00% | 100.00% |
08.11.2024 | 2.76% | 0.46 CHF | 0.47 CHF | 84'895 | 50'000 | 84'972 | 50'000 | 37'901 CHF | 22'926 CHF | 100.00% | 100.00% |
07.11.2024 | 3.61% | 0.41 CHF | 0.42 CHF | 85'613 | 50'000 | 86'176 | 48'444 | 33'561 CHF | 19'520 CHF | 99.13% | 99.13% |