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 | 2.56% | 0.38 CHF | 0.39 CHF | 109'727 | 50'000 | 109'357 | 50'000 | 42'096 CHF | 19'747 CHF | 100.00% | 100.00% |
19.11.2024 | 2.84% | 0.35 CHF | 0.36 CHF | 111'248 | 50'000 | 111'827 | 50'000 | 38'787 CHF | 17'844 CHF | 99.94% | 99.94% |
18.11.2024 | 2.72% | 0.36 CHF | 0.37 CHF | 110'927 | 50'000 | 111'054 | 50'000 | 40'299 CHF | 18'645 CHF | 99.64% | 99.64% |
15.11.2024 | 2.68% | 0.36 CHF | 0.37 CHF | 111'367 | 50'000 | 111'110 | 50'000 | 40'887 CHF | 18'901 CHF | 93.97% | 93.97% |
14.11.2024 | 2.49% | 0.40 CHF | 0.41 CHF | 109'249 | 50'000 | 109'082 | 50'000 | 43'343 CHF | 20'368 CHF | 99.44% | 99.44% |
13.11.2024 | 2.47% | 0.40 CHF | 0.41 CHF | 108'110 | 50'000 | 108'111 | 49'819 | 43'489 CHF | 20'542 CHF | 98.88% | 98.88% |
12.11.2024 | 2.30% | 0.42 CHF | 0.43 CHF | 106'674 | 50'000 | 106'309 | 50'000 | 45'593 CHF | 21'944 CHF | 97.96% | 97.96% |
11.11.2024 | 2.16% | 0.45 CHF | 0.46 CHF | 104'524 | 50'000 | 104'189 | 50'000 | 47'700 CHF | 23'392 CHF | 77.73% | 77.73% |
08.11.2024 | 2.12% | 0.46 CHF | 0.47 CHF | 103'752 | 50'000 | 102'928 | 50'000 | 48'123 CHF | 23'878 CHF | 88.69% | 88.69% |
07.11.2024 | 2.18% | 0.47 CHF | 0.48 CHF | 102'313 | 50'000 | 102'545 | 48'703 | 48'939 CHF | 23'752 CHF | 99.06% | 99.06% |