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 | 2.73% | 0.36 CHF | 0.37 CHF | 109'154 | 50'000 | 109'476 | 50'000 | 39'610 CHF | 18'590 CHF | 100.00% | 100.00% |
19.11.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 111'300 | 50'000 | 111'812 | 50'000 | 44'632 CHF | 20'457 CHF | 99.94% | 99.94% |
18.11.2024 | 2.58% | 0.38 CHF | 0.39 CHF | 111'136 | 50'000 | 111'154 | 50'000 | 42'508 CHF | 19'620 CHF | 99.64% | 99.64% |
15.11.2024 | 2.61% | 0.39 CHF | 0.40 CHF | 111'532 | 50'000 | 111'105 | 50'000 | 42'060 CHF | 19'427 CHF | 100.00% | 100.00% |
14.11.2024 | 2.80% | 0.35 CHF | 0.36 CHF | 109'359 | 50'000 | 109'293 | 50'000 | 38'447 CHF | 18'088 CHF | 99.44% | 99.44% |
13.11.2024 | 2.87% | 0.35 CHF | 0.36 CHF | 108'296 | 50'000 | 108'160 | 49'819 | 37'408 CHF | 17'731 CHF | 98.88% | 98.88% |
12.11.2024 | 3.07% | 0.33 CHF | 0.34 CHF | 106'674 | 50'000 | 106'309 | 50'000 | 34'138 CHF | 16'556 CHF | 97.96% | 97.96% |
11.11.2024 | 3.37% | 0.30 CHF | 0.31 CHF | 104'524 | 50'000 | 104'189 | 50'000 | 30'443 CHF | 15'109 CHF | 77.73% | 77.73% |
08.11.2024 | 3.47% | 0.29 CHF | 0.30 CHF | 103'507 | 50'000 | 102'787 | 50'000 | 29'129 CHF | 14'669 CHF | 88.69% | 88.69% |
07.11.2024 | 3.74% | 0.28 CHF | 0.29 CHF | 102'357 | 50'000 | 102'593 | 48'703 | 28'328 CHF | 13'956 CHF | 99.06% | 99.06% |