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% | 0.47 CHF | 0.49 CHF | 103'139 | 50'000 | 99'217 | 50'000 | 52'771 CHF | 27'676 CHF | 100.00% | 100.00% |
19.11.2024 | 4.34% | 0.49 CHF | 0.51 CHF | 102'238 | 50'000 | 100'146 | 50'000 | 51'823 CHF | 27'023 CHF | 60.07% | 60.07% |
18.11.2024 | 4.76% | 0.44 CHF | 0.46 CHF | 103'760 | 50'000 | 104'115 | 50'000 | 45'174 CHF | 22'753 CHF | 100.00% | 100.00% |
15.11.2024 | 4.77% | 0.44 CHF | 0.46 CHF | 104'044 | 50'000 | 104'188 | 50'000 | 45'640 CHF | 22'974 CHF | 100.00% | 100.00% |
14.11.2024 | 4.64% | 0.44 CHF | 0.46 CHF | 104'274 | 50'000 | 104'444 | 50'000 | 45'506 CHF | 22'822 CHF | 99.27% | 99.27% |
13.11.2024 | 5.42% | 0.41 CHF | 0.43 CHF | 104'488 | 50'000 | 104'843 | 49'435 | 40'738 CHF | 20'270 CHF | 99.40% | 99.40% |
12.11.2024 | 4.67% | 0.44 CHF | 0.46 CHF | 103'600 | 50'000 | 103'422 | 50'000 | 45'596 CHF | 23'098 CHF | 100.00% | 100.00% |
11.11.2024 | 5.17% | 0.41 CHF | 0.43 CHF | 104'087 | 50'000 | 104'142 | 50'000 | 41'694 CHF | 21'080 CHF | 100.00% | 100.00% |
08.11.2024 | 6.34% | 0.37 CHF | 0.40 CHF | 104'165 | 50'000 | 105'492 | 50'000 | 33'230 CHF | 16'782 CHF | 100.00% | 100.00% |
07.11.2024 | 6.99% | 0.28 CHF | 0.30 CHF | 106'312 | 50'000 | 106'058 | 48'764 | 32'304 CHF | 15'906 CHF | 98.71% | 98.71% |