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 | 2.78% | 0.36 CHF | 0.37 CHF | 109'727 | 50'000 | 109'357 | 50'000 | 38'828 CHF | 18'253 CHF | 100.00% | 100.00% |
19.11.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 111'248 | 50'000 | 111'827 | 50'000 | 43'965 CHF | 20'156 CHF | 99.94% | 99.94% |
18.11.2024 | 2.62% | 0.38 CHF | 0.39 CHF | 111'523 | 50'000 | 111'147 | 50'000 | 41'945 CHF | 19'368 CHF | 99.64% | 99.64% |
15.11.2024 | 2.64% | 0.38 CHF | 0.39 CHF | 111'101 | 50'000 | 110'947 | 50'000 | 41'553 CHF | 19'225 CHF | 100.00% | 100.00% |
14.11.2024 | 2.86% | 0.35 CHF | 0.36 CHF | 109'041 | 50'000 | 109'137 | 50'000 | 37'660 CHF | 17'754 CHF | 99.44% | 99.44% |
13.11.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 107'814 | 50'000 | 107'997 | 49'819 | 36'876 CHF | 17'509 CHF | 98.88% | 98.88% |
12.11.2024 | 3.10% | 0.33 CHF | 0.34 CHF | 107'234 | 50'000 | 106'368 | 50'000 | 33'818 CHF | 16'396 CHF | 100.00% | 100.00% |
11.11.2024 | 3.43% | 0.30 CHF | 0.31 CHF | 104'949 | 50'000 | 104'176 | 50'000 | 29'887 CHF | 14'844 CHF | 100.00% | 100.00% |
08.11.2024 | 3.50% | 0.29 CHF | 0.30 CHF | 103'396 | 50'000 | 102'831 | 50'000 | 28'877 CHF | 14'540 CHF | 88.69% | 88.69% |
07.11.2024 | 3.65% | 0.28 CHF | 0.29 CHF | 102'623 | 50'000 | 102'651 | 48'703 | 27'800 CHF | 13'679 CHF | 99.06% | 99.06% |