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 | 3.13% | 0.31 CHF | 0.32 CHF | 109'727 | 50'000 | 109'341 | 50'000 | 34'371 CHF | 16'218 CHF | 100.00% | 100.00% |
19.11.2024 | 3.56% | 0.28 CHF | 0.29 CHF | 111'248 | 50'000 | 111'783 | 50'000 | 30'849 CHF | 14'300 CHF | 99.94% | 99.94% |
18.11.2024 | 3.36% | 0.29 CHF | 0.30 CHF | 111'523 | 50'000 | 111'147 | 50'000 | 32'524 CHF | 15'132 CHF | 99.64% | 99.64% |
15.11.2024 | 3.32% | 0.29 CHF | 0.30 CHF | 111'265 | 50'000 | 111'105 | 50'000 | 32'965 CHF | 15'336 CHF | 100.00% | 100.00% |
14.11.2024 | 3.01% | 0.33 CHF | 0.34 CHF | 109'249 | 50'000 | 109'081 | 50'000 | 35'707 CHF | 16'868 CHF | 99.44% | 99.44% |
13.11.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 108'110 | 50'000 | 108'111 | 49'819 | 35'921 CHF | 17'054 CHF | 98.88% | 98.88% |
12.11.2024 | 2.75% | 0.35 CHF | 0.36 CHF | 106'674 | 50'000 | 106'309 | 50'000 | 38'152 CHF | 18'444 CHF | 97.96% | 97.96% |
11.11.2024 | 2.55% | 0.38 CHF | 0.39 CHF | 104'524 | 50'000 | 104'189 | 50'000 | 40'406 CHF | 19'892 CHF | 77.73% | 77.73% |
08.11.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 103'752 | 50'000 | 102'928 | 50'000 | 40'918 CHF | 20'378 CHF | 88.69% | 88.69% |
07.11.2024 | 2.55% | 0.40 CHF | 0.41 CHF | 102'313 | 50'000 | 102'545 | 48'703 | 41'760 CHF | 20'343 CHF | 99.06% | 99.06% |