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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 3.73% | 0.27 CHF | 0.28 CHF | 108'554 | 50'000 | 108'462 | 50'000 | 28'575 CHF | 13'673 CHF | 100.00% | 100.00% |
20.11.2024 | 4.13% | 0.23 CHF | 0.24 CHF | 109'727 | 50'000 | 109'401 | 50'000 | 25'959 CHF | 12'365 CHF | 100.00% | 100.00% |
19.11.2024 | 4.90% | 0.20 CHF | 0.21 CHF | 111'441 | 50'000 | 111'887 | 50'000 | 22'311 CHF | 10'472 CHF | 99.94% | 99.94% |
18.11.2024 | 4.57% | 0.21 CHF | 0.22 CHF | 111'116 | 50'000 | 111'069 | 50'000 | 23'778 CHF | 11'205 CHF | 99.64% | 99.64% |
15.11.2024 | 4.42% | 0.21 CHF | 0.22 CHF | 111'532 | 50'000 | 111'105 | 50'000 | 24'603 CHF | 11'573 CHF | 100.00% | 100.00% |
14.11.2024 | 3.93% | 0.25 CHF | 0.26 CHF | 109'287 | 50'000 | 109'276 | 50'000 | 27'272 CHF | 12'980 CHF | 99.44% | 99.44% |
13.11.2024 | 3.85% | 0.25 CHF | 0.26 CHF | 108'333 | 50'000 | 108'176 | 49'819 | 27'569 CHF | 13'195 CHF | 98.88% | 98.88% |
12.11.2024 | 3.51% | 0.27 CHF | 0.28 CHF | 106'844 | 50'000 | 106'299 | 50'000 | 29'750 CHF | 14'494 CHF | 100.00% | 100.00% |
11.11.2024 | 3.17% | 0.30 CHF | 0.31 CHF | 104'675 | 50'000 | 104'127 | 50'000 | 32'311 CHF | 16'016 CHF | 100.00% | 100.00% |
08.11.2024 | 3.09% | 0.31 CHF | 0.32 CHF | 103'396 | 50'000 | 102'831 | 50'000 | 32'821 CHF | 16'460 CHF | 88.69% | 88.69% |