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 | 2.42% | 0.39 CHF | 0.40 CHF | 108'410 | 20'000 | 108'795 | 20'000 | 44'510 CHF | 8'382 CHF | 100.00% | 100.00% |
19.11.2024 | 2.08% | 0.44 CHF | 0.45 CHF | 109'288 | 20'000 | 107'734 | 20'000 | 51'350 CHF | 9'743 CHF | 100.00% | 100.00% |
18.11.2024 | 2.63% | 0.43 CHF | 0.44 CHF | 109'446 | 20'000 | 109'326 | 20'000 | 46'127 CHF | 8'662 CHF | 94.79% | 94.79% |
15.11.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 108'598 | 20'000 | 108'599 | 20'000 | 42'502 CHF | 8'027 CHF | 100.00% | 100.00% |
14.11.2024 | 2.40% | 0.41 CHF | 0.42 CHF | 109'264 | 20'000 | 109'319 | 20'000 | 45'115 CHF | 8'453 CHF | 99.44% | 99.44% |
13.11.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 100'000 | 20'000 | 100'165 | 19'927 | 51'377 CHF | 10'423 CHF | 98.88% | 98.88% |
12.11.2024 | 2.10% | 0.49 CHF | 0.50 CHF | 110'000 | 20'000 | 109'873 | 20'000 | 51'812 CHF | 9'631 CHF | 100.00% | 100.00% |
11.11.2024 | 2.15% | 0.45 CHF | 0.46 CHF | 109'339 | 25'000 | 109'407 | 25'000 | 50'387 CHF | 11'763 CHF | 100.00% | 100.00% |
08.11.2024 | 1.94% | 0.50 CHF | 0.51 CHF | 100'000 | 25'000 | 100'093 | 25'000 | 51'148 CHF | 13'026 CHF | 100.00% | 100.00% |
07.11.2024 | 2.15% | 0.52 CHF | 0.53 CHF | 100'000 | 20'000 | 106'855 | 19'481 | 51'716 CHF | 9'649 CHF | 99.06% | 99.06% |