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 | 4.23% | 0.21 CHF | 0.22 CHF | 108'410 | 20'000 | 108'808 | 20'000 | 25'227 CHF | 4'837 CHF | 100.00% | 100.00% |
19.11.2024 | 3.31% | 0.26 CHF | 0.27 CHF | 109'258 | 20'000 | 110'338 | 20'000 | 32'999 CHF | 6'180 CHF | 100.00% | 100.00% |
18.11.2024 | 4.01% | 0.25 CHF | 0.26 CHF | 109'404 | 20'000 | 109'306 | 20'000 | 26'833 CHF | 5'109 CHF | 94.79% | 94.79% |
15.11.2024 | 4.58% | 0.21 CHF | 0.22 CHF | 108'598 | 20'000 | 108'636 | 20'000 | 23'231 CHF | 4'476 CHF | 100.00% | 100.00% |
14.11.2024 | 4.19% | 0.23 CHF | 0.24 CHF | 109'017 | 20'000 | 109'308 | 20'000 | 25'684 CHF | 4'898 CHF | 99.44% | 99.44% |
13.11.2024 | 2.98% | 0.33 CHF | 0.34 CHF | 111'399 | 20'000 | 111'303 | 19'927 | 37'230 CHF | 6'866 CHF | 98.88% | 98.88% |
12.11.2024 | 3.37% | 0.31 CHF | 0.32 CHF | 110'584 | 20'000 | 110'004 | 20'000 | 32'178 CHF | 6'050 CHF | 100.00% | 100.00% |
11.11.2024 | 3.48% | 0.27 CHF | 0.28 CHF | 109'339 | 25'000 | 109'408 | 25'000 | 30'870 CHF | 7'303 CHF | 100.00% | 100.00% |
08.11.2024 | 2.96% | 0.32 CHF | 0.33 CHF | 109'600 | 25'000 | 109'929 | 25'000 | 36'641 CHF | 8'583 CHF | 100.00% | 100.00% |
07.11.2024 | 3.40% | 0.34 CHF | 0.35 CHF | 109'959 | 20'000 | 109'495 | 19'481 | 33'538 CHF | 6'180 CHF | 99.06% | 99.06% |