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 | 3.94% | 0.25 CHF | 0.26 CHF | 109'320 | 50'000 | 109'516 | 50'000 | 27'261 CHF | 12'947 CHF | 100.00% | 100.00% |
19.11.2024 | 4.56% | 0.22 CHF | 0.23 CHF | 111'415 | 50'000 | 111'654 | 50'000 | 23'930 CHF | 11'217 CHF | 70.65% | 70.65% |
18.11.2024 | 4.29% | 0.23 CHF | 0.24 CHF | 111'268 | 50'000 | 111'207 | 50'000 | 25'406 CHF | 11'924 CHF | 99.64% | 99.64% |
15.11.2024 | 4.18% | 0.23 CHF | 0.24 CHF | 111'031 | 50'000 | 110'960 | 50'000 | 26'037 CHF | 12'234 CHF | 100.00% | 100.00% |
14.11.2024 | 3.76% | 0.26 CHF | 0.27 CHF | 109'336 | 50'000 | 109'335 | 50'000 | 28'557 CHF | 13'560 CHF | 99.44% | 99.44% |
13.11.2024 | 3.71% | 0.27 CHF | 0.28 CHF | 107'712 | 50'000 | 108'036 | 49'819 | 28'875 CHF | 13'818 CHF | 98.88% | 98.88% |
12.11.2024 | 3.37% | 0.28 CHF | 0.29 CHF | 107'234 | 50'000 | 106'368 | 50'000 | 31'066 CHF | 15'104 CHF | 100.00% | 100.00% |
11.11.2024 | 3.05% | 0.31 CHF | 0.32 CHF | 104'949 | 50'000 | 104'176 | 50'000 | 33'661 CHF | 16'657 CHF | 100.00% | 100.00% |
08.11.2024 | 2.98% | 0.32 CHF | 0.33 CHF | 103'483 | 50'000 | 102'885 | 50'000 | 33'996 CHF | 17'023 CHF | 88.69% | 88.69% |
07.11.2024 | 3.02% | 0.34 CHF | 0.35 CHF | 102'563 | 50'000 | 102'703 | 48'703 | 34'959 CHF | 17'078 CHF | 99.06% | 99.06% |