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 | 2.43% | 0.41 CHF | 0.42 CHF | 109'456 | 50'000 | 109'466 | 50'000 | 44'461 CHF | 20'808 CHF | 100.00% | 100.00% |
19.11.2024 | 2.23% | 0.44 CHF | 0.45 CHF | 111'120 | 50'000 | 111'542 | 50'000 | 49'393 CHF | 22'641 CHF | 70.65% | 70.65% |
18.11.2024 | 2.31% | 0.43 CHF | 0.44 CHF | 111'516 | 50'000 | 111'052 | 50'000 | 47'506 CHF | 21'888 CHF | 99.64% | 99.64% |
15.11.2024 | 2.33% | 0.43 CHF | 0.44 CHF | 111'031 | 50'000 | 110'995 | 50'000 | 47'183 CHF | 21'754 CHF | 100.00% | 100.00% |
14.11.2024 | 2.49% | 0.40 CHF | 0.41 CHF | 109'041 | 50'000 | 109'113 | 50'000 | 43'259 CHF | 20'323 CHF | 99.44% | 99.44% |
13.11.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 107'712 | 50'000 | 108'014 | 49'819 | 42'380 CHF | 20'045 CHF | 98.88% | 98.88% |
12.11.2024 | 2.68% | 0.38 CHF | 0.39 CHF | 107'234 | 50'000 | 106'251 | 50'000 | 39'147 CHF | 18'922 CHF | 100.00% | 100.00% |
11.11.2024 | 2.91% | 0.35 CHF | 0.36 CHF | 104'949 | 50'000 | 104'165 | 50'000 | 35'354 CHF | 17'469 CHF | 100.00% | 100.00% |
08.11.2024 | 2.98% | 0.34 CHF | 0.35 CHF | 103'396 | 50'000 | 102'831 | 50'000 | 34'019 CHF | 17'040 CHF | 88.69% | 88.69% |
07.11.2024 | 3.15% | 0.33 CHF | 0.34 CHF | 102'492 | 50'000 | 102'634 | 48'703 | 32'947 CHF | 16'129 CHF | 99.06% | 99.06% |