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 | 2.85% | 0.34 CHF | 0.35 CHF | 109'727 | 50'000 | 109'391 | 50'000 | 37'853 CHF | 17'802 CHF | 100.00% | 100.00% |
19.11.2024 | 3.20% | 0.31 CHF | 0.32 CHF | 111'376 | 50'000 | 111'865 | 50'000 | 34'389 CHF | 15'872 CHF | 99.94% | 99.94% |
18.11.2024 | 3.04% | 0.32 CHF | 0.33 CHF | 111'059 | 50'000 | 111'064 | 50'000 | 35'960 CHF | 16'690 CHF | 99.64% | 99.64% |
15.11.2024 | 2.99% | 0.32 CHF | 0.33 CHF | 111'367 | 50'000 | 111'099 | 50'000 | 36'679 CHF | 17'009 CHF | 100.00% | 100.00% |
14.11.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 109'359 | 50'000 | 109'293 | 50'000 | 39'151 CHF | 18'412 CHF | 99.44% | 99.44% |
13.11.2024 | 2.71% | 0.36 CHF | 0.37 CHF | 108'296 | 50'000 | 108'160 | 49'819 | 39'385 CHF | 18'639 CHF | 98.88% | 98.88% |
12.11.2024 | 2.53% | 0.38 CHF | 0.39 CHF | 106'844 | 50'000 | 106'299 | 50'000 | 41'443 CHF | 19'994 CHF | 100.00% | 100.00% |
11.11.2024 | 2.35% | 0.41 CHF | 0.42 CHF | 104'613 | 50'000 | 104'113 | 50'000 | 43'706 CHF | 21'491 CHF | 100.00% | 100.00% |
08.11.2024 | 2.30% | 0.42 CHF | 0.43 CHF | 103'396 | 50'000 | 102'831 | 50'000 | 44'132 CHF | 21'960 CHF | 88.69% | 88.69% |
07.11.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 102'492 | 50'000 | 102'637 | 48'703 | 45'049 CHF | 21'867 CHF | 99.06% | 99.06% |