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 | 4.71% | 0.40 CHF | 0.42 CHF | 103'139 | 50'000 | 101'538 | 50'000 | 46'568 CHF | 24'040 CHF | 100.00% | 100.00% |
19.11.2024 | 4.59% | 0.41 CHF | 0.43 CHF | 102'238 | 50'000 | 101'650 | 50'000 | 44'926 CHF | 23'137 CHF | 100.00% | 100.00% |
18.11.2024 | 5.89% | 0.36 CHF | 0.38 CHF | 103'902 | 50'000 | 104'097 | 50'000 | 37'493 CHF | 19'102 CHF | 100.00% | 100.00% |
15.11.2024 | 5.86% | 0.37 CHF | 0.39 CHF | 104'000 | 50'000 | 104'219 | 50'000 | 37'942 CHF | 19'302 CHF | 100.00% | 100.00% |
14.11.2024 | 5.85% | 0.37 CHF | 0.39 CHF | 104'135 | 50'000 | 104'432 | 50'000 | 37'644 CHF | 19'110 CHF | 99.27% | 99.27% |
13.11.2024 | 6.80% | 0.34 CHF | 0.36 CHF | 104'389 | 50'000 | 104'829 | 49'435 | 33'024 CHF | 16'662 CHF | 99.40% | 99.40% |
12.11.2024 | 5.59% | 0.36 CHF | 0.39 CHF | 103'527 | 50'000 | 103'414 | 50'000 | 38'054 CHF | 19'457 CHF | 100.00% | 100.00% |
11.11.2024 | 6.21% | 0.33 CHF | 0.35 CHF | 104'031 | 50'000 | 104'127 | 50'000 | 33'914 CHF | 17'330 CHF | 100.00% | 100.00% |
08.11.2024 | 8.24% | 0.30 CHF | 0.32 CHF | 104'222 | 50'000 | 105'457 | 50'000 | 25'283 CHF | 13'011 CHF | 100.00% | 100.00% |
07.11.2024 | 9.04% | 0.20 CHF | 0.23 CHF | 106'429 | 50'000 | 106'028 | 48'722 | 24'396 CHF | 12'249 CHF | 98.89% | 98.89% |