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 | 4.03% | 0.25 CHF | 0.26 CHF | 108'554 | 50'000 | 108'462 | 50'000 | 26'406 CHF | 12'673 CHF | 100.00% | 100.00% |
20.11.2024 | 4.53% | 0.21 CHF | 0.22 CHF | 109'727 | 50'000 | 109'391 | 50'000 | 23'632 CHF | 11'302 CHF | 100.00% | 100.00% |
19.11.2024 | 5.43% | 0.18 CHF | 0.19 CHF | 111'441 | 50'000 | 111'887 | 50'000 | 20'073 CHF | 9'472 CHF | 99.94% | 99.94% |
18.11.2024 | 5.03% | 0.19 CHF | 0.20 CHF | 111'116 | 50'000 | 111'069 | 50'000 | 21'557 CHF | 10'205 CHF | 99.64% | 99.64% |
15.11.2024 | 4.85% | 0.19 CHF | 0.20 CHF | 111'532 | 50'000 | 111'105 | 50'000 | 22'381 CHF | 10'573 CHF | 100.00% | 100.00% |
14.11.2024 | 4.29% | 0.23 CHF | 0.24 CHF | 109'359 | 50'000 | 109'293 | 50'000 | 24'943 CHF | 11'912 CHF | 99.44% | 99.44% |
13.11.2024 | 4.18% | 0.23 CHF | 0.24 CHF | 108'296 | 50'000 | 108'160 | 49'819 | 25'325 CHF | 12'163 CHF | 98.88% | 98.88% |
12.11.2024 | 3.78% | 0.25 CHF | 0.26 CHF | 106'844 | 50'000 | 106'299 | 50'000 | 27'624 CHF | 13'494 CHF | 100.00% | 100.00% |
11.11.2024 | 3.39% | 0.28 CHF | 0.29 CHF | 104'613 | 50'000 | 104'113 | 50'000 | 30'171 CHF | 14'991 CHF | 100.00% | 100.00% |
08.11.2024 | 3.29% | 0.29 CHF | 0.30 CHF | 103'396 | 50'000 | 102'831 | 50'000 | 30'764 CHF | 15'460 CHF | 88.69% | 88.69% |