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 | 3.66% | 0.27 CHF | 0.28 CHF | 109'154 | 50'000 | 109'476 | 50'000 | 29'360 CHF | 13'910 CHF | 100.00% | 100.00% |
19.11.2024 | 4.24% | 0.24 CHF | 0.25 CHF | 111'300 | 50'000 | 111'812 | 50'000 | 25'810 CHF | 12'043 CHF | 99.94% | 99.94% |
18.11.2024 | 3.96% | 0.25 CHF | 0.26 CHF | 111'136 | 50'000 | 111'154 | 50'000 | 27'519 CHF | 12'880 CHF | 99.64% | 99.64% |
15.11.2024 | 3.87% | 0.24 CHF | 0.25 CHF | 111'627 | 50'000 | 111'030 | 50'000 | 28'187 CHF | 13'195 CHF | 100.00% | 100.00% |
14.11.2024 | 3.50% | 0.28 CHF | 0.29 CHF | 109'074 | 50'000 | 109'163 | 50'000 | 30'615 CHF | 14'524 CHF | 99.44% | 99.44% |
13.11.2024 | 3.44% | 0.29 CHF | 0.30 CHF | 108'296 | 50'000 | 108'143 | 49'819 | 30'948 CHF | 14'755 CHF | 98.88% | 98.88% |
12.11.2024 | 3.16% | 0.30 CHF | 0.31 CHF | 107'234 | 50'000 | 106'251 | 50'000 | 33'104 CHF | 16'078 CHF | 100.00% | 100.00% |
11.11.2024 | 2.89% | 0.33 CHF | 0.34 CHF | 104'949 | 50'000 | 104'165 | 50'000 | 35'478 CHF | 17'531 CHF | 100.00% | 100.00% |
08.11.2024 | 2.82% | 0.34 CHF | 0.35 CHF | 103'601 | 50'000 | 102'881 | 50'000 | 36'020 CHF | 18'007 CHF | 88.69% | 88.69% |
07.11.2024 | 2.80% | 0.36 CHF | 0.37 CHF | 102'563 | 50'000 | 102'689 | 48'703 | 36'982 CHF | 18'034 CHF | 99.06% | 99.06% |