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 | 2.96% | 0.37 CHF | 0.38 CHF | 117'057 | 50'000 | 113'456 | 50'000 | 43'855 CHF | 19'914 CHF | 96.50% | 96.50% |
19.11.2024 | 3.43% | 0.38 CHF | 0.39 CHF | 116'650 | 50'000 | 118'984 | 50'000 | 43'412 CHF | 18'889 CHF | 85.20% | 85.20% |
18.11.2024 | 3.65% | 0.39 CHF | 0.40 CHF | 115'072 | 50'000 | 113'953 | 43'384 | 43'442 CHF | 17'043 CHF | 100.00% | 100.00% |
15.11.2024 | 3.13% | 0.40 CHF | 0.41 CHF | 112'729 | 50'000 | 111'056 | 50'000 | 44'358 CHF | 20'614 CHF | 100.00% | 100.00% |
14.11.2024 | 2.90% | 0.41 CHF | 0.42 CHF | 110'457 | 50'000 | 109'618 | 50'000 | 45'823 CHF | 21'519 CHF | 81.03% | 81.03% |
13.11.2024 | 3.52% | 0.39 CHF | 0.40 CHF | 112'035 | 50'000 | 111'017 | 49'375 | 43'811 CHF | 20'204 CHF | 99.40% | 99.40% |
12.11.2024 | 2.51% | 0.41 CHF | 0.42 CHF | 106'769 | 50'000 | 104'803 | 50'000 | 45'390 CHF | 22'207 CHF | 100.00% | 100.00% |
11.11.2024 | 2.60% | 0.47 CHF | 0.48 CHF | 100'683 | 50'000 | 100'409 | 50'000 | 46'934 CHF | 23'989 CHF | 100.00% | 100.00% |
08.11.2024 | 3.50% | 0.42 CHF | 0.43 CHF | 106'861 | 50'000 | 107'714 | 50'000 | 44'368 CHF | 21'329 CHF | 99.79% | 99.79% |
07.11.2024 | 3.31% | 0.42 CHF | 0.43 CHF | 105'875 | 50'000 | 106'601 | 48'519 | 44'310 CHF | 20'873 CHF | 84.06% | 84.06% |