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 | 2.71% | 0.36 CHF | 0.37 CHF | 109'456 | 50'000 | 109'466 | 50'000 | 39'828 CHF | 18'692 CHF | 100.00% | 100.00% |
19.11.2024 | 3.01% | 0.33 CHF | 0.34 CHF | 111'120 | 50'000 | 111'694 | 50'000 | 36'541 CHF | 16'859 CHF | 70.65% | 70.65% |
18.11.2024 | 2.88% | 0.34 CHF | 0.35 CHF | 111'516 | 50'000 | 111'052 | 50'000 | 38'005 CHF | 17'612 CHF | 99.64% | 99.64% |
15.11.2024 | 2.85% | 0.34 CHF | 0.35 CHF | 111'170 | 50'000 | 111'009 | 50'000 | 38'399 CHF | 17'797 CHF | 100.00% | 100.00% |
14.11.2024 | 2.63% | 0.38 CHF | 0.39 CHF | 109'011 | 50'000 | 109'022 | 50'000 | 40'908 CHF | 19'261 CHF | 99.44% | 99.44% |
13.11.2024 | 2.63% | 0.38 CHF | 0.39 CHF | 108'146 | 50'000 | 108'128 | 49'819 | 41'190 CHF | 19'482 CHF | 98.88% | 98.88% |
12.11.2024 | 2.43% | 0.39 CHF | 0.40 CHF | 107'234 | 50'000 | 106'397 | 50'000 | 43'197 CHF | 20'800 CHF | 100.00% | 100.00% |
11.11.2024 | 2.27% | 0.42 CHF | 0.43 CHF | 105'074 | 50'000 | 104'146 | 50'000 | 45'463 CHF | 22'327 CHF | 100.00% | 100.00% |
08.11.2024 | 2.21% | 0.44 CHF | 0.45 CHF | 103'507 | 50'000 | 102'787 | 50'000 | 45'905 CHF | 22'831 CHF | 88.69% | 88.69% |
07.11.2024 | 2.29% | 0.45 CHF | 0.46 CHF | 102'357 | 50'000 | 102'589 | 48'703 | 46'510 CHF | 22'585 CHF | 99.06% | 99.06% |