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 | 7.93% | 0.32 CHF | 0.34 CHF | 109'290 | 50'000 | 109'800 | 50'000 | 34'366 CHF | 16'949 CHF | 100.00% | 100.00% |
19.11.2024 | 4.28% | 0.30 CHF | 0.31 CHF | 114'525 | 50'000 | 117'753 | 50'000 | 33'083 CHF | 14'668 CHF | 92.33% | 92.33% |
18.11.2024 | 5.23% | 0.31 CHF | 0.32 CHF | 117'122 | 50'000 | 118'079 | 43'384 | 35'760 CHF | 13'847 CHF | 100.00% | 100.00% |
15.11.2024 | 4.10% | 0.27 CHF | 0.29 CHF | 125'805 | 50'000 | 115'881 | 50'000 | 37'618 CHF | 16'978 CHF | 100.00% | 100.00% |
14.11.2024 | 3.29% | 0.36 CHF | 0.37 CHF | 110'262 | 50'000 | 111'297 | 50'000 | 40'242 CHF | 18'687 CHF | 99.52% | 99.52% |
13.11.2024 | 3.36% | 0.37 CHF | 0.38 CHF | 110'684 | 50'000 | 106'964 | 49'383 | 41'886 CHF | 19'999 CHF | 99.32% | 99.32% |
12.11.2024 | 3.64% | 0.41 CHF | 0.43 CHF | 105'063 | 50'000 | 100'852 | 50'000 | 45'458 CHF | 23'388 CHF | 100.00% | 100.00% |
11.11.2024 | 2.62% | 0.44 CHF | 0.45 CHF | 103'035 | 50'000 | 102'636 | 50'000 | 44'789 CHF | 22'399 CHF | 100.00% | 100.00% |
08.11.2024 | 2.65% | 0.44 CHF | 0.45 CHF | 103'010 | 50'000 | 103'453 | 50'000 | 44'195 CHF | 21'935 CHF | 100.00% | 100.00% |
07.11.2024 | 3.72% | 0.40 CHF | 0.41 CHF | 107'798 | 50'000 | 109'773 | 48'444 | 42'075 CHF | 19'246 CHF | 99.13% | 99.13% |