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 | 5.30% | 0.18 CHF | 0.19 CHF | 109'456 | 50'000 | 109'466 | 50'000 | 20'124 CHF | 9'692 CHF | 100.00% | 100.00% |
19.11.2024 | 6.59% | 0.15 CHF | 0.16 CHF | 111'120 | 50'000 | 111'694 | 50'000 | 16'436 CHF | 7'859 CHF | 70.65% | 70.65% |
18.11.2024 | 5.97% | 0.16 CHF | 0.17 CHF | 111'523 | 50'000 | 111'147 | 50'000 | 18'075 CHF | 8'632 CHF | 99.64% | 99.64% |
15.11.2024 | 5.83% | 0.16 CHF | 0.17 CHF | 111'265 | 50'000 | 111'105 | 50'000 | 18'521 CHF | 8'836 CHF | 100.00% | 100.00% |
14.11.2024 | 4.97% | 0.20 CHF | 0.21 CHF | 109'011 | 50'000 | 109'087 | 50'000 | 21'409 CHF | 10'314 CHF | 99.44% | 99.44% |
13.11.2024 | 4.92% | 0.20 CHF | 0.21 CHF | 108'146 | 50'000 | 108'128 | 49'819 | 21'726 CHF | 10'514 CHF | 98.88% | 98.88% |
12.11.2024 | 4.29% | 0.22 CHF | 0.23 CHF | 107'168 | 50'000 | 106'351 | 50'000 | 24'256 CHF | 11'904 CHF | 97.96% | 97.96% |
11.11.2024 | 3.81% | 0.25 CHF | 0.26 CHF | 105'011 | 50'000 | 104'135 | 50'000 | 26'827 CHF | 13'382 CHF | 100.00% | 100.00% |
08.11.2024 | 3.67% | 0.26 CHF | 0.27 CHF | 103'507 | 50'000 | 102'731 | 50'000 | 27'468 CHF | 13'870 CHF | 88.69% | 88.69% |
07.11.2024 | 3.74% | 0.27 CHF | 0.28 CHF | 102'276 | 50'000 | 102'608 | 48'703 | 28'244 CHF | 13'912 CHF | 99.06% | 99.06% |