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 | 2.99% | 0.33 CHF | 0.34 CHF | 109'320 | 50'000 | 109'506 | 50'000 | 36'144 CHF | 17'004 CHF | 100.00% | 100.00% |
19.11.2024 | 3.33% | 0.30 CHF | 0.31 CHF | 110'930 | 50'000 | 111'653 | 50'000 | 32'994 CHF | 15'276 CHF | 70.65% | 70.65% |
18.11.2024 | 3.19% | 0.31 CHF | 0.32 CHF | 111'268 | 50'000 | 111'226 | 50'000 | 34'345 CHF | 15'941 CHF | 99.64% | 99.64% |
15.11.2024 | 3.13% | 0.31 CHF | 0.32 CHF | 111'031 | 50'000 | 110'995 | 50'000 | 34'953 CHF | 16'246 CHF | 100.00% | 100.00% |
14.11.2024 | 2.86% | 0.34 CHF | 0.35 CHF | 109'041 | 50'000 | 109'137 | 50'000 | 37'645 CHF | 17'747 CHF | 99.44% | 99.44% |
13.11.2024 | 2.86% | 0.35 CHF | 0.36 CHF | 107'814 | 50'000 | 107'992 | 49'819 | 37'640 CHF | 17'867 CHF | 98.88% | 98.88% |
12.11.2024 | 2.64% | 0.36 CHF | 0.37 CHF | 107'234 | 50'000 | 106'476 | 50'000 | 39'764 CHF | 19'173 CHF | 100.00% | 100.00% |
11.11.2024 | 2.43% | 0.39 CHF | 0.40 CHF | 104'949 | 50'000 | 104'138 | 50'000 | 42'286 CHF | 20'803 CHF | 100.00% | 100.00% |
08.11.2024 | 2.37% | 0.41 CHF | 0.42 CHF | 103'507 | 50'000 | 102'743 | 50'000 | 42'768 CHF | 21'314 CHF | 88.69% | 88.69% |
07.11.2024 | 2.46% | 0.42 CHF | 0.43 CHF | 102'297 | 50'000 | 102'728 | 48'703 | 43'332 CHF | 21'047 CHF | 99.06% | 99.06% |