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 | 4.50% | 0.21 CHF | 0.22 CHF | 109'727 | 50'000 | 109'401 | 50'000 | 23'771 CHF | 11'365 CHF | 100.00% | 100.00% |
19.11.2024 | 5.43% | 0.18 CHF | 0.19 CHF | 111'441 | 50'000 | 111'887 | 50'000 | 20'073 CHF | 9'472 CHF | 99.94% | 99.94% |
18.11.2024 | 4.98% | 0.19 CHF | 0.20 CHF | 111'206 | 50'000 | 111'132 | 50'000 | 21'804 CHF | 10'311 CHF | 99.64% | 99.64% |
15.11.2024 | 4.82% | 0.19 CHF | 0.20 CHF | 111'532 | 50'000 | 111'043 | 50'000 | 22'523 CHF | 10'643 CHF | 100.00% | 100.00% |
14.11.2024 | 4.27% | 0.23 CHF | 0.24 CHF | 109'287 | 50'000 | 109'276 | 50'000 | 25'087 CHF | 11'980 CHF | 99.44% | 99.44% |
13.11.2024 | 4.17% | 0.23 CHF | 0.24 CHF | 108'333 | 50'000 | 108'176 | 49'819 | 25'406 CHF | 12'198 CHF | 98.88% | 98.88% |
12.11.2024 | 3.76% | 0.25 CHF | 0.26 CHF | 106'856 | 50'000 | 106'286 | 50'000 | 27'760 CHF | 13'560 CHF | 100.00% | 100.00% |
11.11.2024 | 3.39% | 0.28 CHF | 0.29 CHF | 104'675 | 50'000 | 104'127 | 50'000 | 30'229 CHF | 15'016 CHF | 100.00% | 100.00% |
08.11.2024 | 3.29% | 0.29 CHF | 0.30 CHF | 103'396 | 50'000 | 102'831 | 50'000 | 30'764 CHF | 15'460 CHF | 88.69% | 88.69% |
07.11.2024 | 3.26% | 0.30 CHF | 0.31 CHF | 102'623 | 50'000 | 102'648 | 48'703 | 31'737 CHF | 15'551 CHF | 99.06% | 99.06% |