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 | 2.86% | 0.37 CHF | 0.38 CHF | 114'677 | 50'000 | 111'280 | 50'000 | 43'746 CHF | 20'240 CHF | 100.00% | 100.00% |
19.11.2024 | 2.81% | 0.38 CHF | 0.39 CHF | 113'217 | 50'000 | 112'240 | 50'000 | 43'430 CHF | 19'912 CHF | 99.99% | 99.99% |
18.11.2024 | 3.46% | 0.42 CHF | 0.43 CHF | 106'877 | 50'000 | 105'875 | 44'486 | 45'667 CHF | 19'798 CHF | 100.00% | 100.00% |
15.11.2024 | 2.45% | 0.47 CHF | 0.48 CHF | 102'182 | 50'000 | 103'156 | 50'000 | 47'437 CHF | 23'565 CHF | 100.00% | 100.00% |
14.11.2024 | 2.55% | 0.46 CHF | 0.47 CHF | 101'996 | 50'000 | 103'072 | 50'000 | 47'720 CHF | 23'753 CHF | 97.75% | 97.75% |
13.11.2024 | 2.50% | 0.43 CHF | 0.44 CHF | 107'638 | 50'000 | 105'642 | 49'710 | 46'330 CHF | 22'363 CHF | 99.36% | 99.36% |
12.11.2024 | 2.44% | 0.46 CHF | 0.47 CHF | 102'704 | 50'000 | 97'678 | 50'000 | 49'207 CHF | 25'827 CHF | 100.00% | 100.00% |
11.11.2024 | 2.07% | 0.56 CHF | 0.57 CHF | 92'992 | 50'000 | 92'675 | 50'000 | 50'830 CHF | 28'001 CHF | 39.59% | 39.59% |
08.11.2024 | 2.38% | 0.50 CHF | 0.52 CHF | 97'419 | 50'000 | 97'490 | 50'000 | 48'740 CHF | 25'603 CHF | 99.47% | 99.47% |
07.11.2024 | 2.32% | 0.53 CHF | 0.54 CHF | 94'287 | 50'000 | 100'310 | 48'736 | 48'619 CHF | 24'243 CHF | 95.06% | 95.06% |