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 | 2.24% | 0.44 CHF | 0.45 CHF | 109'154 | 50'000 | 109'471 | 50'000 | 48'427 CHF | 22'618 CHF | 100.00% | 100.00% |
19.11.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 109'626 | 50'000 | 52'574 CHF | 24'482 CHF | 99.94% | 99.94% |
18.11.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 110'077 | 50'000 | 51'050 CHF | 23'689 CHF | 99.64% | 99.64% |
15.11.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 110'213 | 50'000 | 50'677 CHF | 23'491 CHF | 100.00% | 100.00% |
14.11.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 109'249 | 50'000 | 109'081 | 50'000 | 47'195 CHF | 22'132 CHF | 99.44% | 99.44% |
13.11.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 108'110 | 50'000 | 108'101 | 49'819 | 46'231 CHF | 21'810 CHF | 98.88% | 98.88% |
12.11.2024 | 2.45% | 0.42 CHF | 0.43 CHF | 107'234 | 50'000 | 106'397 | 50'000 | 42'985 CHF | 20'700 CHF | 100.00% | 100.00% |
11.11.2024 | 2.64% | 0.39 CHF | 0.40 CHF | 105'074 | 50'000 | 104'146 | 50'000 | 38'895 CHF | 19'173 CHF | 100.00% | 100.00% |
08.11.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 103'507 | 50'000 | 102'899 | 50'000 | 37'880 CHF | 18'906 CHF | 88.69% | 88.69% |
07.11.2024 | 2.87% | 0.36 CHF | 0.37 CHF | 102'297 | 50'000 | 102'717 | 48'703 | 36'865 CHF | 17'986 CHF | 99.06% | 99.06% |