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 | 2.15% | 0.44 CHF | 0.45 CHF | 117'308 | 50'000 | 111'914 | 50'000 | 51'583 CHF | 23'563 CHF | 100.00% | 100.00% |
19.11.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 112'958 | 50'000 | 52'045 CHF | 23'566 CHF | 76.59% | 76.59% |
18.11.2024 | 2.24% | 0.46 CHF | 0.47 CHF | 117'550 | 50'000 | 117'701 | 50'000 | 51'868 CHF | 22'535 CHF | 62.73% | 62.73% |
15.11.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 118'623 | 50'000 | 118'585 | 50'000 | 49'667 CHF | 21'442 CHF | 100.00% | 100.00% |
14.11.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 118'215 | 50'000 | 118'274 | 50'000 | 51'158 CHF | 22'127 CHF | 99.52% | 99.52% |
13.11.2024 | 2.39% | 0.42 CHF | 0.43 CHF | 118'048 | 50'000 | 117'626 | 49'589 | 50'127 CHF | 21'644 CHF | 71.54% | 71.54% |
12.11.2024 | 2.01% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 106'238 | 50'000 | 52'395 CHF | 25'171 CHF | 100.00% | 100.00% |
11.11.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 100'415 | 50'000 | 51'549 CHF | 26'173 CHF | 100.00% | 100.00% |
08.11.2024 | 2.04% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 108'774 | 50'000 | 52'725 CHF | 24'754 CHF | 44.10% | 44.10% |
07.11.2024 | 2.19% | 0.46 CHF | 0.47 CHF | 115'380 | 50'000 | 110'362 | 49'473 | 51'017 CHF | 23'378 CHF | 72.25% | 72.25% |