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 | 3.50% | 0.31 CHF | 0.32 CHF | 117'543 | 50'000 | 116'678 | 50'000 | 32'823 CHF | 14'563 CHF | 100.00% | 100.00% |
19.11.2024 | 3.49% | 0.28 CHF | 0.29 CHF | 116'422 | 50'000 | 116'463 | 50'000 | 32'911 CHF | 14'627 CHF | 99.40% | 99.40% |
18.11.2024 | 3.35% | 0.26 CHF | 0.27 CHF | 116'257 | 50'000 | 117'393 | 50'000 | 34'548 CHF | 15'213 CHF | 100.00% | 100.00% |
15.11.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 118'717 | 50'000 | 118'549 | 50'000 | 38'735 CHF | 16'837 CHF | 100.00% | 100.00% |
14.11.2024 | 3.13% | 0.31 CHF | 0.32 CHF | 118'084 | 50'000 | 118'212 | 50'000 | 37'217 CHF | 16'242 CHF | 99.52% | 99.52% |
13.11.2024 | 3.17% | 0.33 CHF | 0.34 CHF | 118'127 | 50'000 | 117'405 | 49'704 | 36'966 CHF | 16'146 CHF | 99.32% | 99.32% |
12.11.2024 | 3.85% | 0.27 CHF | 0.28 CHF | 115'837 | 50'000 | 115'416 | 50'000 | 29'454 CHF | 13'260 CHF | 100.00% | 100.00% |
11.11.2024 | 4.14% | 0.24 CHF | 0.25 CHF | 114'845 | 50'000 | 114'549 | 50'000 | 27'098 CHF | 12'327 CHF | 100.00% | 100.00% |
08.11.2024 | 3.48% | 0.25 CHF | 0.26 CHF | 114'097 | 50'000 | 115'078 | 50'000 | 32'642 CHF | 14'679 CHF | 100.00% | 100.00% |
07.11.2024 | 3.52% | 0.30 CHF | 0.31 CHF | 115'315 | 50'000 | 115'639 | 48'703 | 33'477 CHF | 14'595 CHF | 99.13% | 99.13% |