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 | 2.36% | 0.39 CHF | 0.40 CHF | 117'543 | 50'000 | 116'678 | 50'000 | 48'852 CHF | 21'437 CHF | 100.00% | 100.00% |
19.11.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 116'421 | 50'000 | 116'346 | 50'000 | 48'800 CHF | 21'476 CHF | 99.40% | 99.40% |
18.11.2024 | 2.43% | 0.44 CHF | 0.45 CHF | 116'346 | 50'000 | 117'416 | 50'000 | 47'808 CHF | 20'860 CHF | 100.00% | 100.00% |
15.11.2024 | 2.62% | 0.38 CHF | 0.39 CHF | 118'570 | 50'000 | 118'534 | 50'000 | 44'582 CHF | 19'306 CHF | 100.00% | 100.00% |
14.11.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 118'215 | 50'000 | 118'284 | 50'000 | 46'208 CHF | 20'033 CHF | 99.52% | 99.52% |
13.11.2024 | 2.59% | 0.38 CHF | 0.39 CHF | 117'983 | 50'000 | 117'425 | 49'704 | 45'881 CHF | 19'931 CHF | 99.32% | 99.32% |
12.11.2024 | 2.19% | 0.46 CHF | 0.47 CHF | 115'507 | 50'000 | 113'917 | 50'000 | 51'507 CHF | 23'112 CHF | 68.94% | 68.94% |
11.11.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 110'258 | 50'000 | 52'127 CHF | 24'141 CHF | 84.20% | 84.20% |
08.11.2024 | 2.35% | 0.46 CHF | 0.47 CHF | 114'495 | 50'000 | 115'152 | 50'000 | 48'453 CHF | 21'542 CHF | 93.05% | 93.05% |
07.11.2024 | 2.45% | 0.41 CHF | 0.42 CHF | 115'315 | 50'000 | 115'629 | 48'703 | 48'447 CHF | 20'911 CHF | 99.13% | 99.13% |