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 | 2.84% | 0.33 CHF | 0.34 CHF | 108'480 | 20'000 | 108'795 | 20'000 | 37'829 CHF | 7'154 CHF | 100.00% | 100.00% |
19.11.2024 | 2.38% | 0.38 CHF | 0.39 CHF | 109'387 | 20'000 | 110'313 | 20'000 | 45'820 CHF | 8'505 CHF | 100.00% | 100.00% |
18.11.2024 | 2.76% | 0.37 CHF | 0.38 CHF | 109'579 | 20'000 | 109'337 | 20'000 | 39'220 CHF | 7'373 CHF | 94.79% | 94.79% |
15.11.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 108'770 | 20'000 | 108'610 | 20'000 | 35'808 CHF | 6'794 CHF | 100.00% | 100.00% |
14.11.2024 | 2.82% | 0.35 CHF | 0.36 CHF | 108'992 | 20'000 | 109'281 | 20'000 | 38'238 CHF | 7'197 CHF | 99.44% | 99.44% |
13.11.2024 | 2.22% | 0.44 CHF | 0.45 CHF | 111'218 | 20'000 | 110'653 | 19'927 | 49'914 CHF | 9'191 CHF | 98.88% | 98.88% |
12.11.2024 | 2.42% | 0.43 CHF | 0.44 CHF | 110'606 | 20'000 | 110'039 | 20'000 | 45'002 CHF | 8'379 CHF | 100.00% | 100.00% |
11.11.2024 | 2.49% | 0.39 CHF | 0.40 CHF | 109'385 | 25'000 | 109'423 | 25'000 | 43'370 CHF | 10'159 CHF | 100.00% | 100.00% |
08.11.2024 | 2.20% | 0.44 CHF | 0.45 CHF | 109'696 | 25'000 | 109'883 | 25'000 | 49'464 CHF | 11'504 CHF | 93.95% | 93.95% |
07.11.2024 | 2.47% | 0.45 CHF | 0.46 CHF | 109'876 | 20'000 | 109'449 | 19'481 | 46'205 CHF | 8'440 CHF | 99.06% | 99.06% |