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 | 2.18% | 0.45 CHF | 0.46 CHF | 109'727 | 50'000 | 109'341 | 50'000 | 49'678 CHF | 23'217 CHF | 100.00% | 100.00% |
19.11.2024 | 2.38% | 0.42 CHF | 0.43 CHF | 111'248 | 50'000 | 111'783 | 50'000 | 46'499 CHF | 21'300 CHF | 99.94% | 99.94% |
18.11.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 111'523 | 50'000 | 111'147 | 50'000 | 48'085 CHF | 22'132 CHF | 99.64% | 99.64% |
15.11.2024 | 2.26% | 0.43 CHF | 0.44 CHF | 111'265 | 50'000 | 111'105 | 50'000 | 48'519 CHF | 22'336 CHF | 100.00% | 100.00% |
14.11.2024 | 2.12% | 0.47 CHF | 0.48 CHF | 109'249 | 50'000 | 109'081 | 50'000 | 50'978 CHF | 23'868 CHF | 99.44% | 99.44% |
13.11.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 108'110 | 50'000 | 108'111 | 49'819 | 51'057 CHF | 24'029 CHF | 98.88% | 98.88% |
12.11.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 106'513 | 50'000 | 102'380 | 50'000 | 50'804 CHF | 25'319 CHF | 13.17% | 13.17% |
11.11.2024 | 1.87% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'865 CHF | 26'932 CHF | 100.00% | 100.00% |
08.11.2024 | 1.84% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 53'755 CHF | 27'378 CHF | 88.69% | 88.69% |
07.11.2024 | 1.90% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 98'475 | 48'703 | 53'872 CHF | 27'161 CHF | 99.06% | 99.06% |