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 | 3.75% | 0.50 CHF | 0.53 CHF | 102'752 | 50'000 | 95'444 | 50'000 | 52'153 CHF | 28'408 CHF | 94.41% | 94.41% |
19.11.2024 | 3.88% | 0.50 CHF | 0.52 CHF | 102'368 | 50'000 | 100'069 | 50'000 | 53'087 CHF | 27'575 CHF | 62.37% | 62.37% |
18.11.2024 | 4.80% | 0.45 CHF | 0.47 CHF | 103'925 | 50'000 | 104'108 | 50'000 | 46'377 CHF | 23'369 CHF | 100.00% | 100.00% |
15.11.2024 | 4.59% | 0.45 CHF | 0.47 CHF | 104'139 | 50'000 | 104'239 | 50'000 | 46'903 CHF | 23'556 CHF | 100.00% | 100.00% |
14.11.2024 | 4.55% | 0.45 CHF | 0.47 CHF | 104'057 | 50'000 | 104'468 | 50'000 | 46'668 CHF | 23'376 CHF | 99.27% | 99.27% |
13.11.2024 | 5.14% | 0.42 CHF | 0.44 CHF | 104'532 | 50'000 | 104'852 | 49'435 | 41'985 CHF | 20'831 CHF | 99.40% | 99.40% |
12.11.2024 | 4.52% | 0.45 CHF | 0.47 CHF | 103'600 | 50'000 | 103'436 | 50'000 | 46'824 CHF | 23'681 CHF | 100.00% | 100.00% |
11.11.2024 | 4.85% | 0.42 CHF | 0.44 CHF | 103'996 | 50'000 | 104'126 | 50'000 | 42'879 CHF | 21'615 CHF | 100.00% | 100.00% |
08.11.2024 | 6.17% | 0.38 CHF | 0.41 CHF | 104'165 | 50'000 | 105'495 | 50'000 | 34'304 CHF | 17'295 CHF | 100.00% | 100.00% |
07.11.2024 | 6.66% | 0.29 CHF | 0.31 CHF | 106'363 | 50'000 | 106'078 | 48'722 | 33'527 CHF | 16'438 CHF | 98.89% | 98.89% |