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 | 2.05% | 0.50 CHF | 0.51 CHF | 108'681 | 20'000 | 108'811 | 20'000 | 52'634 CHF | 9'875 CHF | 94.43% | 94.43% |
19.11.2024 | 2.37% | 0.45 CHF | 0.46 CHF | 109'446 | 20'000 | 110'331 | 20'000 | 46'050 CHF | 8'549 CHF | 100.00% | 100.00% |
18.11.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 109'404 | 20'000 | 109'385 | 20'000 | 51'668 CHF | 9'648 CHF | 47.85% | 47.85% |
15.11.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 100'000 | 20'000 | 100'468 | 20'000 | 50'849 CHF | 10'324 CHF | 99.57% | 99.57% |
14.11.2024 | 2.07% | 0.50 CHF | 0.51 CHF | 109'209 | 20'000 | 106'109 | 20'000 | 50'771 CHF | 9'785 CHF | 17.85% | 17.85% |
13.11.2024 | 2.58% | 0.39 CHF | 0.40 CHF | 111'399 | 20'000 | 111'301 | 19'927 | 42'899 CHF | 7'882 CHF | 98.88% | 98.88% |
12.11.2024 | 2.31% | 0.41 CHF | 0.42 CHF | 110'584 | 20'000 | 110'014 | 20'000 | 47'131 CHF | 8'769 CHF | 100.00% | 100.00% |
11.11.2024 | 2.25% | 0.45 CHF | 0.46 CHF | 109'339 | 25'000 | 109'407 | 25'000 | 48'079 CHF | 11'237 CHF | 100.00% | 100.00% |
08.11.2024 | 2.54% | 0.40 CHF | 0.41 CHF | 109'696 | 25'000 | 109'940 | 25'000 | 42'835 CHF | 9'991 CHF | 100.00% | 100.00% |
07.11.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 109'876 | 20'000 | 109'449 | 19'481 | 45'744 CHF | 8'331 CHF | 99.06% | 99.06% |