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 | 2.86% | 0.34 CHF | 0.35 CHF | 109'727 | 50'000 | 109'341 | 50'000 | 37'651 CHF | 17'717 CHF | 100.00% | 100.00% |
19.11.2024 | 3.22% | 0.31 CHF | 0.32 CHF | 111'248 | 50'000 | 111'783 | 50'000 | 34'203 CHF | 15'800 CHF | 99.94% | 99.94% |
18.11.2024 | 3.05% | 0.32 CHF | 0.33 CHF | 111'523 | 50'000 | 111'147 | 50'000 | 35'859 CHF | 16'632 CHF | 99.64% | 99.64% |
15.11.2024 | 3.02% | 0.32 CHF | 0.33 CHF | 111'265 | 50'000 | 111'105 | 50'000 | 36'298 CHF | 16'836 CHF | 100.00% | 100.00% |
14.11.2024 | 2.77% | 0.36 CHF | 0.37 CHF | 109'011 | 50'000 | 109'087 | 50'000 | 38'863 CHF | 18'314 CHF | 99.44% | 99.44% |
13.11.2024 | 2.77% | 0.36 CHF | 0.37 CHF | 108'146 | 50'000 | 108'128 | 49'819 | 39'027 CHF | 18'485 CHF | 98.88% | 98.88% |
12.11.2024 | 2.54% | 0.38 CHF | 0.39 CHF | 107'168 | 50'000 | 106'351 | 50'000 | 41'272 CHF | 19'904 CHF | 97.96% | 97.96% |
11.11.2024 | 2.37% | 0.41 CHF | 0.42 CHF | 105'011 | 50'000 | 104'135 | 50'000 | 43'489 CHF | 21'382 CHF | 100.00% | 100.00% |
08.11.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 103'507 | 50'000 | 102'731 | 50'000 | 43'905 CHF | 21'870 CHF | 88.69% | 88.69% |
07.11.2024 | 2.39% | 0.43 CHF | 0.44 CHF | 102'276 | 50'000 | 102'607 | 48'703 | 44'658 CHF | 21'704 CHF | 99.06% | 99.06% |