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 | 3.23% | 0.30 CHF | 0.31 CHF | 109'727 | 50'000 | 109'341 | 50'000 | 33'277 CHF | 15'718 CHF | 100.00% | 100.00% |
19.11.2024 | 3.68% | 0.27 CHF | 0.28 CHF | 111'248 | 50'000 | 111'827 | 50'000 | 29'841 CHF | 13'844 CHF | 99.94% | 99.94% |
18.11.2024 | 3.47% | 0.28 CHF | 0.29 CHF | 110'927 | 50'000 | 111'054 | 50'000 | 31'415 CHF | 14'645 CHF | 99.64% | 99.64% |
15.11.2024 | 3.41% | 0.28 CHF | 0.29 CHF | 111'367 | 50'000 | 111'110 | 50'000 | 31'998 CHF | 14'901 CHF | 93.97% | 93.97% |
14.11.2024 | 3.10% | 0.32 CHF | 0.33 CHF | 109'249 | 50'000 | 109'082 | 50'000 | 34'616 CHF | 16'368 CHF | 99.44% | 99.44% |
13.11.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 108'110 | 50'000 | 108'111 | 49'819 | 34'840 CHF | 16'556 CHF | 98.88% | 98.88% |
12.11.2024 | 2.83% | 0.34 CHF | 0.35 CHF | 106'674 | 50'000 | 106'309 | 50'000 | 37'089 CHF | 17'944 CHF | 97.96% | 97.96% |
11.11.2024 | 2.61% | 0.37 CHF | 0.38 CHF | 104'524 | 50'000 | 104'189 | 50'000 | 39'364 CHF | 19'392 CHF | 77.73% | 77.73% |
08.11.2024 | 2.55% | 0.38 CHF | 0.39 CHF | 103'752 | 50'000 | 102'928 | 50'000 | 39'888 CHF | 19'878 CHF | 88.69% | 88.69% |
07.11.2024 | 2.61% | 0.39 CHF | 0.40 CHF | 102'313 | 50'000 | 102'545 | 48'703 | 40'735 CHF | 19'856 CHF | 99.06% | 99.06% |