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 | 2.42% | 0.41 CHF | 0.42 CHF | 109'154 | 50'000 | 109'476 | 50'000 | 44'687 CHF | 20'910 CHF | 100.00% | 100.00% |
19.11.2024 | 2.66% | 0.38 CHF | 0.39 CHF | 111'300 | 50'000 | 111'812 | 50'000 | 41'464 CHF | 19'043 CHF | 99.94% | 99.94% |
18.11.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 111'268 | 50'000 | 111'207 | 50'000 | 43'199 CHF | 19'924 CHF | 99.64% | 99.64% |
15.11.2024 | 2.50% | 0.39 CHF | 0.40 CHF | 111'031 | 50'000 | 110'960 | 50'000 | 43'791 CHF | 20'234 CHF | 100.00% | 100.00% |
14.11.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 109'336 | 50'000 | 109'335 | 50'000 | 46'051 CHF | 21'560 CHF | 99.44% | 99.44% |
13.11.2024 | 2.31% | 0.43 CHF | 0.44 CHF | 107'712 | 50'000 | 108'041 | 49'819 | 46'163 CHF | 21'785 CHF | 98.88% | 98.88% |
12.11.2024 | 2.19% | 0.44 CHF | 0.45 CHF | 107'234 | 50'000 | 106'368 | 50'000 | 48'085 CHF | 23'104 CHF | 100.00% | 100.00% |
11.11.2024 | 2.06% | 0.47 CHF | 0.48 CHF | 104'949 | 50'000 | 104'326 | 50'000 | 50'213 CHF | 24'566 CHF | 65.66% | 65.66% |
08.11.2024 | 2.03% | 0.48 CHF | 0.49 CHF | 103'483 | 50'000 | 103'001 | 50'000 | 50'183 CHF | 24'861 CHF | 61.11% | 61.11% |
07.11.2024 | 2.08% | 0.50 CHF | 0.51 CHF | 102'744 | 50'000 | 100'719 | 48'507 | 50'419 CHF | 24'785 CHF | 86.05% | 86.05% |