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 | 4.18% | 0.44 CHF | 0.46 CHF | 103'139 | 50'000 | 100'930 | 50'000 | 50'331 CHF | 26'010 CHF | 74.67% | 74.67% |
19.11.2024 | 4.53% | 0.46 CHF | 0.48 CHF | 102'238 | 50'000 | 101'899 | 50'000 | 48'870 CHF | 25'093 CHF | 18.33% | 18.33% |
18.11.2024 | 5.16% | 0.41 CHF | 0.43 CHF | 103'779 | 50'000 | 104'124 | 50'000 | 42'064 CHF | 21'269 CHF | 100.00% | 100.00% |
15.11.2024 | 5.09% | 0.41 CHF | 0.43 CHF | 104'050 | 50'000 | 104'189 | 50'000 | 42'567 CHF | 21'494 CHF | 100.00% | 100.00% |
14.11.2024 | 5.01% | 0.41 CHF | 0.43 CHF | 104'274 | 50'000 | 104'445 | 50'000 | 42'373 CHF | 21'329 CHF | 99.27% | 99.27% |
13.11.2024 | 5.88% | 0.38 CHF | 0.40 CHF | 104'488 | 50'000 | 104'848 | 49'435 | 37'617 CHF | 18'803 CHF | 99.40% | 99.40% |
12.11.2024 | 5.00% | 0.41 CHF | 0.43 CHF | 103'600 | 50'000 | 103'411 | 50'000 | 42'516 CHF | 21'612 CHF | 100.00% | 100.00% |
11.11.2024 | 5.47% | 0.38 CHF | 0.40 CHF | 104'080 | 50'000 | 104'131 | 50'000 | 38'512 CHF | 19'533 CHF | 100.00% | 100.00% |
08.11.2024 | 6.95% | 0.34 CHF | 0.36 CHF | 104'140 | 50'000 | 105'468 | 50'000 | 29'956 CHF | 15'223 CHF | 100.00% | 100.00% |
07.11.2024 | 7.92% | 0.25 CHF | 0.27 CHF | 106'312 | 50'000 | 106'055 | 48'722 | 29'015 CHF | 14'404 CHF | 98.89% | 98.89% |