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 | 3.81% | 0.26 CHF | 0.27 CHF | 109'154 | 50'000 | 109'471 | 50'000 | 28'203 CHF | 13'382 CHF | 100.00% | 100.00% |
19.11.2024 | 4.44% | 0.22 CHF | 0.23 CHF | 111'370 | 50'000 | 111'818 | 50'000 | 24'637 CHF | 11'518 CHF | 99.94% | 99.94% |
18.11.2024 | 4.13% | 0.24 CHF | 0.25 CHF | 111'136 | 50'000 | 111'154 | 50'000 | 26'407 CHF | 12'380 CHF | 99.64% | 99.64% |
15.11.2024 | 4.02% | 0.23 CHF | 0.24 CHF | 111'627 | 50'000 | 111'030 | 50'000 | 27'077 CHF | 12'695 CHF | 100.00% | 100.00% |
14.11.2024 | 3.63% | 0.27 CHF | 0.28 CHF | 109'074 | 50'000 | 109'163 | 50'000 | 29'523 CHF | 14'024 CHF | 99.44% | 99.44% |
13.11.2024 | 3.56% | 0.28 CHF | 0.29 CHF | 108'296 | 50'000 | 108'143 | 49'819 | 29'867 CHF | 14'257 CHF | 98.88% | 98.88% |
12.11.2024 | 3.26% | 0.29 CHF | 0.30 CHF | 107'234 | 50'000 | 106'251 | 50'000 | 32'041 CHF | 15'578 CHF | 100.00% | 100.00% |
11.11.2024 | 2.98% | 0.32 CHF | 0.33 CHF | 104'949 | 50'000 | 104'165 | 50'000 | 34'436 CHF | 17'031 CHF | 100.00% | 100.00% |
08.11.2024 | 2.90% | 0.33 CHF | 0.34 CHF | 103'601 | 50'000 | 102'881 | 50'000 | 34'991 CHF | 17'507 CHF | 88.69% | 88.69% |
07.11.2024 | 2.88% | 0.35 CHF | 0.36 CHF | 102'563 | 50'000 | 102'688 | 48'703 | 35'955 CHF | 17'547 CHF | 99.06% | 99.06% |