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 | 3.92% | 0.23 CHF | 0.24 CHF | 117'308 | 50'000 | 116'688 | 50'000 | 29'314 CHF | 13'063 CHF | 100.00% | 100.00% |
19.11.2024 | 3.93% | 0.25 CHF | 0.26 CHF | 116'511 | 50'000 | 116'443 | 50'000 | 29'167 CHF | 13'027 CHF | 99.40% | 99.40% |
18.11.2024 | 4.13% | 0.27 CHF | 0.28 CHF | 116'346 | 50'000 | 117'421 | 50'000 | 27'931 CHF | 12'396 CHF | 100.00% | 100.00% |
15.11.2024 | 4.67% | 0.21 CHF | 0.22 CHF | 118'650 | 50'000 | 118'571 | 50'000 | 24'821 CHF | 10'967 CHF | 100.00% | 100.00% |
14.11.2024 | 4.38% | 0.22 CHF | 0.23 CHF | 118'215 | 50'000 | 118'252 | 50'000 | 26'420 CHF | 11'672 CHF | 99.52% | 99.52% |
13.11.2024 | 4.48% | 0.21 CHF | 0.22 CHF | 118'048 | 50'000 | 117'450 | 49'704 | 26'077 CHF | 11'542 CHF | 99.32% | 99.32% |
12.11.2024 | 3.46% | 0.27 CHF | 0.28 CHF | 115'850 | 50'000 | 115'395 | 50'000 | 32'780 CHF | 14'704 CHF | 100.00% | 100.00% |
11.11.2024 | 3.24% | 0.30 CHF | 0.31 CHF | 114'845 | 50'000 | 114'549 | 50'000 | 34'759 CHF | 15'673 CHF | 100.00% | 100.00% |
08.11.2024 | 3.82% | 0.29 CHF | 0.30 CHF | 114'158 | 50'000 | 115'017 | 50'000 | 29'644 CHF | 13'390 CHF | 100.00% | 100.00% |
07.11.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 115'431 | 50'000 | 115'647 | 48'704 | 28'988 CHF | 12'711 CHF | 99.13% | 99.13% |