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 | 2.11% | 0.47 CHF | 0.48 CHF | 109'320 | 50'000 | 109'509 | 50'000 | 51'351 CHF | 23'947 CHF | 100.00% | 100.00% |
19.11.2024 | 2.28% | 0.44 CHF | 0.45 CHF | 111'415 | 50'000 | 111'654 | 50'000 | 48'494 CHF | 22'217 CHF | 70.65% | 70.65% |
18.11.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 111'268 | 50'000 | 111'174 | 50'000 | 49'712 CHF | 22'859 CHF | 85.55% | 85.55% |
15.11.2024 | 2.22% | 0.46 CHF | 0.47 CHF | 111'360 | 50'000 | 111'512 | 50'000 | 49'567 CHF | 22'725 CHF | 14.93% | 14.93% |
14.11.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 109'336 | 50'000 | 109'335 | 50'000 | 52'611 CHF | 24'560 CHF | 99.44% | 99.44% |
13.11.2024 | 2.04% | 0.50 CHF | 0.51 CHF | 107'640 | 50'000 | 108'193 | 49'740 | 52'571 CHF | 24'665 CHF | 68.69% | 68.69% |
12.11.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 51'207 CHF | 26'104 CHF | 100.00% | 100.00% |
11.11.2024 | 1.82% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 99'426 | 50'000 | 53'991 CHF | 27'657 CHF | 100.00% | 100.00% |
08.11.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 97'637 | 50'000 | 53'722 CHF | 28'023 CHF | 88.69% | 88.69% |
07.11.2024 | 1.85% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 92'130 | 48'703 | 51'608 CHF | 27'792 CHF | 99.06% | 99.06% |