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 | 2.62% | 0.37 CHF | 0.38 CHF | 109'727 | 50'000 | 109'401 | 50'000 | 41'275 CHF | 19'365 CHF | 100.00% | 100.00% |
19.11.2024 | 2.90% | 0.34 CHF | 0.35 CHF | 111'441 | 50'000 | 111'887 | 50'000 | 37'975 CHF | 17'472 CHF | 99.94% | 99.94% |
18.11.2024 | 2.79% | 0.35 CHF | 0.36 CHF | 111'116 | 50'000 | 111'069 | 50'000 | 39'328 CHF | 18'205 CHF | 99.64% | 99.64% |
15.11.2024 | 2.73% | 0.35 CHF | 0.36 CHF | 111'532 | 50'000 | 111'105 | 50'000 | 40'158 CHF | 18'573 CHF | 100.00% | 100.00% |
14.11.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 109'287 | 50'000 | 109'276 | 50'000 | 42'571 CHF | 19'980 CHF | 99.44% | 99.44% |
13.11.2024 | 2.50% | 0.39 CHF | 0.40 CHF | 108'333 | 50'000 | 108'176 | 49'819 | 42'714 CHF | 20'169 CHF | 98.88% | 98.88% |
12.11.2024 | 2.35% | 0.41 CHF | 0.42 CHF | 106'844 | 50'000 | 106'299 | 50'000 | 44'632 CHF | 21'494 CHF | 100.00% | 100.00% |
11.11.2024 | 2.20% | 0.44 CHF | 0.45 CHF | 104'675 | 50'000 | 104'127 | 50'000 | 46'889 CHF | 23'016 CHF | 100.00% | 100.00% |
08.11.2024 | 2.15% | 0.45 CHF | 0.46 CHF | 103'396 | 50'000 | 102'831 | 50'000 | 47'217 CHF | 23'460 CHF | 88.69% | 88.69% |
07.11.2024 | 2.11% | 0.46 CHF | 0.47 CHF | 102'623 | 50'000 | 102'646 | 48'703 | 48'159 CHF | 23'338 CHF | 99.06% | 99.06% |