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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 3.13% | 0.32 CHF | 0.33 CHF | 108'159 | 50'000 | 108'485 | 50'000 | 34'170 CHF | 16'249 CHF | 100.00% | 100.00% |
20.11.2024 | 3.41% | 0.29 CHF | 0.30 CHF | 109'154 | 50'000 | 109'476 | 50'000 | 31'550 CHF | 14'910 CHF | 100.00% | 100.00% |
19.11.2024 | 3.91% | 0.26 CHF | 0.27 CHF | 111'300 | 50'000 | 111'812 | 50'000 | 28'046 CHF | 13'043 CHF | 99.94% | 99.94% |
18.11.2024 | 3.66% | 0.27 CHF | 0.28 CHF | 111'268 | 50'000 | 111'207 | 50'000 | 29'854 CHF | 13'924 CHF | 99.64% | 99.64% |
15.11.2024 | 3.58% | 0.27 CHF | 0.28 CHF | 111'031 | 50'000 | 110'960 | 50'000 | 30'475 CHF | 14'234 CHF | 100.00% | 100.00% |
14.11.2024 | 3.27% | 0.30 CHF | 0.31 CHF | 109'336 | 50'000 | 109'335 | 50'000 | 32'931 CHF | 15'560 CHF | 99.44% | 99.44% |
13.11.2024 | 3.20% | 0.31 CHF | 0.32 CHF | 107'712 | 50'000 | 108'041 | 49'819 | 33'198 CHF | 15'806 CHF | 98.88% | 98.88% |
12.11.2024 | 2.97% | 0.32 CHF | 0.33 CHF | 107'234 | 50'000 | 106'368 | 50'000 | 35'321 CHF | 17'104 CHF | 100.00% | 100.00% |
11.11.2024 | 2.72% | 0.35 CHF | 0.36 CHF | 104'949 | 50'000 | 104'176 | 50'000 | 37'828 CHF | 18'657 CHF | 100.00% | 100.00% |
08.11.2024 | 2.66% | 0.36 CHF | 0.37 CHF | 103'483 | 50'000 | 102'885 | 50'000 | 38'112 CHF | 19'023 CHF | 88.69% | 88.69% |