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 | 3.59% | 0.27 CHF | 0.28 CHF | 109'456 | 50'000 | 109'466 | 50'000 | 29'976 CHF | 14'192 CHF | 100.00% | 100.00% |
19.11.2024 | 4.15% | 0.24 CHF | 0.25 CHF | 111'248 | 50'000 | 111'783 | 50'000 | 26'378 CHF | 12'300 CHF | 99.94% | 99.94% |
18.11.2024 | 3.88% | 0.25 CHF | 0.26 CHF | 111'523 | 50'000 | 111'147 | 50'000 | 28'078 CHF | 13'132 CHF | 99.64% | 99.64% |
15.11.2024 | 3.82% | 0.25 CHF | 0.26 CHF | 111'265 | 50'000 | 111'105 | 50'000 | 28'520 CHF | 13'336 CHF | 100.00% | 100.00% |
14.11.2024 | 3.43% | 0.29 CHF | 0.30 CHF | 109'011 | 50'000 | 109'087 | 50'000 | 31'227 CHF | 14'814 CHF | 99.44% | 99.44% |
13.11.2024 | 3.42% | 0.29 CHF | 0.30 CHF | 108'146 | 50'000 | 108'128 | 49'819 | 31'458 CHF | 14'998 CHF | 98.88% | 98.88% |
12.11.2024 | 3.10% | 0.31 CHF | 0.32 CHF | 107'168 | 50'000 | 106'351 | 50'000 | 33'827 CHF | 16'404 CHF | 97.96% | 97.96% |
11.11.2024 | 2.84% | 0.34 CHF | 0.35 CHF | 105'011 | 50'000 | 104'135 | 50'000 | 36'199 CHF | 17'882 CHF | 100.00% | 100.00% |
08.11.2024 | 2.76% | 0.35 CHF | 0.36 CHF | 103'507 | 50'000 | 102'731 | 50'000 | 36'714 CHF | 18'370 CHF | 88.69% | 88.69% |
07.11.2024 | 2.83% | 0.36 CHF | 0.37 CHF | 102'276 | 50'000 | 102'608 | 48'703 | 37'478 CHF | 18'295 CHF | 99.06% | 99.06% |