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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 2.62% | 0.45 CHF | 0.46 CHF | 108'596 | 20'000 | 108'663 | 20'000 | 46'851 CHF | 8'852 CHF | 100.00% | 100.00% |
20.11.2024 | 2.46% | 0.42 CHF | 0.43 CHF | 108'480 | 20'000 | 108'795 | 20'000 | 43'768 CHF | 8'246 CHF | 100.00% | 100.00% |
19.11.2024 | 2.95% | 0.37 CHF | 0.38 CHF | 109'387 | 20'000 | 110'308 | 20'000 | 36'971 CHF | 6'905 CHF | 100.00% | 100.00% |
18.11.2024 | 3.03% | 0.38 CHF | 0.40 CHF | 109'337 | 20'000 | 109'335 | 20'000 | 42'782 CHF | 8'067 CHF | 94.79% | 94.79% |
15.11.2024 | 2.33% | 0.43 CHF | 0.44 CHF | 108'598 | 20'000 | 108'612 | 20'000 | 46'097 CHF | 8'689 CHF | 100.00% | 100.00% |
14.11.2024 | 2.45% | 0.41 CHF | 0.42 CHF | 109'017 | 20'000 | 109'300 | 20'000 | 44'136 CHF | 8'277 CHF | 99.44% | 99.44% |
13.11.2024 | 3.30% | 0.31 CHF | 0.32 CHF | 111'343 | 20'000 | 111'316 | 19'927 | 33'700 CHF | 6'235 CHF | 98.88% | 98.88% |
12.11.2024 | 2.84% | 0.33 CHF | 0.34 CHF | 110'584 | 20'000 | 110'004 | 20'000 | 38'225 CHF | 7'150 CHF | 100.00% | 100.00% |
11.11.2024 | 2.76% | 0.37 CHF | 0.38 CHF | 109'339 | 25'000 | 109'408 | 25'000 | 39'152 CHF | 9'197 CHF | 100.00% | 100.00% |
08.11.2024 | 3.20% | 0.32 CHF | 0.33 CHF | 109'600 | 25'000 | 109'927 | 25'000 | 33'819 CHF | 7'942 CHF | 100.00% | 100.00% |