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 | 3.05% | 0.30 CHF | 0.31 CHF | 117'308 | 50'000 | 116'696 | 50'000 | 37'705 CHF | 16'658 CHF | 100.00% | 100.00% |
19.11.2024 | 3.05% | 0.32 CHF | 0.33 CHF | 116'345 | 50'000 | 116'437 | 50'000 | 37'616 CHF | 16'655 CHF | 99.40% | 99.40% |
18.11.2024 | 3.18% | 0.34 CHF | 0.35 CHF | 116'462 | 50'000 | 117'398 | 50'000 | 36'392 CHF | 16'001 CHF | 100.00% | 100.00% |
15.11.2024 | 3.51% | 0.28 CHF | 0.29 CHF | 118'663 | 50'000 | 118'551 | 50'000 | 33'185 CHF | 14'497 CHF | 100.00% | 100.00% |
14.11.2024 | 3.34% | 0.29 CHF | 0.30 CHF | 118'031 | 50'000 | 118'250 | 50'000 | 34'838 CHF | 15'231 CHF | 99.52% | 99.52% |
13.11.2024 | 3.39% | 0.28 CHF | 0.29 CHF | 118'101 | 50'000 | 117'425 | 49'704 | 34'582 CHF | 15'145 CHF | 99.32% | 99.32% |
12.11.2024 | 2.78% | 0.34 CHF | 0.35 CHF | 115'837 | 50'000 | 115'416 | 50'000 | 40'949 CHF | 18'240 CHF | 100.00% | 100.00% |
11.11.2024 | 2.64% | 0.38 CHF | 0.39 CHF | 114'620 | 50'000 | 114'562 | 50'000 | 42'825 CHF | 19'191 CHF | 100.00% | 100.00% |
08.11.2024 | 3.00% | 0.36 CHF | 0.37 CHF | 114'158 | 50'000 | 115'010 | 50'000 | 37'924 CHF | 16'991 CHF | 100.00% | 100.00% |
07.11.2024 | 3.22% | 0.31 CHF | 0.32 CHF | 115'498 | 50'000 | 115'613 | 48'703 | 37'118 CHF | 16'142 CHF | 99.13% | 99.13% |