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 | 2.32% | 0.42 CHF | 0.43 CHF | 109'727 | 50'000 | 109'391 | 50'000 | 46'604 CHF | 21'802 CHF | 100.00% | 100.00% |
19.11.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 111'376 | 50'000 | 111'865 | 50'000 | 43'339 CHF | 19'872 CHF | 99.94% | 99.94% |
18.11.2024 | 2.45% | 0.40 CHF | 0.41 CHF | 111'059 | 50'000 | 111'064 | 50'000 | 44'845 CHF | 20'690 CHF | 99.64% | 99.64% |
15.11.2024 | 2.41% | 0.40 CHF | 0.41 CHF | 111'367 | 50'000 | 111'099 | 50'000 | 45'567 CHF | 21'009 CHF | 100.00% | 100.00% |
14.11.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 109'249 | 50'000 | 109'109 | 50'000 | 47'803 CHF | 22'407 CHF | 99.44% | 99.44% |
13.11.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 108'296 | 50'000 | 108'160 | 49'819 | 48'030 CHF | 22'625 CHF | 98.88% | 98.88% |
12.11.2024 | 2.11% | 0.46 CHF | 0.47 CHF | 106'844 | 50'000 | 106'037 | 50'000 | 49'832 CHF | 23'998 CHF | 97.96% | 97.96% |
11.11.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 104'678 | 50'000 | 100'314 | 50'000 | 50'470 CHF | 25'658 CHF | 42.10% | 42.10% |
08.11.2024 | 1.94% | 0.50 CHF | 0.51 CHF | 103'900 | 50'000 | 100'020 | 50'000 | 51'004 CHF | 25'997 CHF | 71.51% | 71.51% |
07.11.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 100'000 | 48'703 | 51'837 CHF | 25'745 CHF | 99.06% | 99.06% |