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 | 5.20% | 0.19 CHF | 0.20 CHF | 109'154 | 50'000 | 109'471 | 50'000 | 20'540 CHF | 9'882 CHF | 100.00% | 100.00% |
19.11.2024 | 6.43% | 0.16 CHF | 0.17 CHF | 111'300 | 50'000 | 111'812 | 50'000 | 16'865 CHF | 8'043 CHF | 99.94% | 99.94% |
18.11.2024 | 5.80% | 0.17 CHF | 0.18 CHF | 111'136 | 50'000 | 111'154 | 50'000 | 18'626 CHF | 8'880 CHF | 99.64% | 99.64% |
15.11.2024 | 5.60% | 0.16 CHF | 0.17 CHF | 111'627 | 50'000 | 111'030 | 50'000 | 19'305 CHF | 9'195 CHF | 100.00% | 100.00% |
14.11.2024 | 4.87% | 0.20 CHF | 0.21 CHF | 109'074 | 50'000 | 109'163 | 50'000 | 21'882 CHF | 10'524 CHF | 99.44% | 99.44% |
13.11.2024 | 4.74% | 0.21 CHF | 0.22 CHF | 108'296 | 50'000 | 108'143 | 49'819 | 22'297 CHF | 10'770 CHF | 98.88% | 98.88% |
12.11.2024 | 4.23% | 0.22 CHF | 0.23 CHF | 107'234 | 50'000 | 106'251 | 50'000 | 24'604 CHF | 12'078 CHF | 100.00% | 100.00% |
11.11.2024 | 3.77% | 0.25 CHF | 0.26 CHF | 104'949 | 50'000 | 104'165 | 50'000 | 27'145 CHF | 13'531 CHF | 100.00% | 100.00% |
08.11.2024 | 3.64% | 0.26 CHF | 0.27 CHF | 103'601 | 50'000 | 102'881 | 50'000 | 27'789 CHF | 14'007 CHF | 88.69% | 88.69% |
07.11.2024 | 3.59% | 0.28 CHF | 0.29 CHF | 102'563 | 50'000 | 102'689 | 48'703 | 28'767 CHF | 14'138 CHF | 99.06% | 99.06% |