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 | 2.81% | 0.33 CHF | 0.34 CHF | 117'308 | 50'000 | 116'688 | 50'000 | 40'983 CHF | 18'063 CHF | 100.00% | 100.00% |
19.11.2024 | 2.82% | 0.35 CHF | 0.36 CHF | 116'511 | 50'000 | 116'443 | 50'000 | 40'812 CHF | 18'027 CHF | 99.40% | 99.40% |
18.11.2024 | 2.92% | 0.37 CHF | 0.38 CHF | 116'346 | 50'000 | 117'421 | 50'000 | 39'674 CHF | 17'396 CHF | 100.00% | 100.00% |
15.11.2024 | 3.19% | 0.31 CHF | 0.32 CHF | 118'623 | 50'000 | 118'585 | 50'000 | 36'623 CHF | 15'942 CHF | 100.00% | 100.00% |
14.11.2024 | 3.05% | 0.32 CHF | 0.33 CHF | 118'215 | 50'000 | 118'252 | 50'000 | 38'246 CHF | 16'672 CHF | 99.52% | 99.52% |
13.11.2024 | 3.10% | 0.31 CHF | 0.32 CHF | 118'048 | 50'000 | 117'450 | 49'704 | 37'822 CHF | 16'513 CHF | 99.32% | 99.32% |
12.11.2024 | 2.57% | 0.37 CHF | 0.38 CHF | 115'850 | 50'000 | 115'395 | 50'000 | 44'319 CHF | 19'704 CHF | 100.00% | 100.00% |
11.11.2024 | 2.45% | 0.40 CHF | 0.41 CHF | 114'845 | 50'000 | 114'549 | 50'000 | 46'214 CHF | 20'673 CHF | 100.00% | 100.00% |
08.11.2024 | 2.76% | 0.39 CHF | 0.40 CHF | 114'158 | 50'000 | 115'017 | 50'000 | 41'145 CHF | 18'390 CHF | 100.00% | 100.00% |
07.11.2024 | 2.93% | 0.34 CHF | 0.35 CHF | 115'431 | 50'000 | 115'647 | 48'703 | 40'552 CHF | 17'581 CHF | 99.13% | 99.13% |