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 | 2.51% | 0.44 CHF | 0.45 CHF | 119'954 | 50'000 | 112'653 | 50'000 | 51'658 CHF | 23'528 CHF | 95.80% | 95.80% |
19.11.2024 | 3.40% | 0.44 CHF | 0.45 CHF | 118'451 | 50'000 | 118'497 | 50'000 | 51'960 CHF | 22'689 CHF | 60.52% | 60.52% |
18.11.2024 | 3.85% | 0.46 CHF | 0.47 CHF | 117'431 | 50'000 | 113'330 | 39'633 | 51'828 CHF | 18'683 CHF | 63.82% | 63.82% |
15.11.2024 | 2.20% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 108'880 | 50'000 | 52'198 CHF | 24'515 CHF | 100.00% | 100.00% |
14.11.2024 | 2.65% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 108'463 | 50'000 | 53'035 CHF | 25'116 CHF | 99.27% | 99.27% |
13.11.2024 | 2.53% | 0.47 CHF | 0.49 CHF | 110'000 | 50'000 | 108'169 | 49'375 | 51'334 CHF | 24'058 CHF | 99.40% | 99.40% |
12.11.2024 | 2.28% | 0.49 CHF | 0.51 CHF | 110'000 | 50'000 | 100'046 | 50'000 | 52'033 CHF | 26'603 CHF | 100.00% | 100.00% |
11.11.2024 | 2.31% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 99'484 | 50'000 | 54'467 CHF | 28'019 CHF | 100.00% | 100.00% |
08.11.2024 | 2.88% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 105'944 | 50'000 | 52'284 CHF | 25'409 CHF | 94.85% | 94.85% |
07.11.2024 | 2.62% | 0.50 CHF | 0.52 CHF | 100'000 | 50'000 | 101'006 | 48'743 | 50'749 CHF | 25'166 CHF | 99.06% | 99.06% |