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 | 2.00% | 0.50 CHF | 0.51 CHF | 108'895 | 20'000 | 104'682 | 20'000 | 51'767 CHF | 10'095 CHF | 16.56% | 16.56% |
19.11.2024 | 2.32% | 0.46 CHF | 0.47 CHF | 109'446 | 20'000 | 110'322 | 20'000 | 47'059 CHF | 8'733 CHF | 100.00% | 100.00% |
18.11.2024 | 2.05% | 0.48 CHF | 0.49 CHF | 109'337 | 20'000 | 107'783 | 20'000 | 51'984 CHF | 9'853 CHF | 89.55% | 89.55% |
15.11.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 100'000 | 20'000 | 100'029 | 20'000 | 51'725 CHF | 10'542 CHF | 94.80% | 94.80% |
14.11.2024 | 2.02% | 0.50 CHF | 0.51 CHF | 109'318 | 20'000 | 105'137 | 20'000 | 51'546 CHF | 10'018 CHF | 51.54% | 51.54% |
13.11.2024 | 2.53% | 0.40 CHF | 0.41 CHF | 111'399 | 20'000 | 111'303 | 19'927 | 44'007 CHF | 8'081 CHF | 98.88% | 98.88% |
12.11.2024 | 2.26% | 0.42 CHF | 0.43 CHF | 110'584 | 20'000 | 110'000 | 20'000 | 48'152 CHF | 8'955 CHF | 100.00% | 100.00% |
11.11.2024 | 2.21% | 0.46 CHF | 0.47 CHF | 109'339 | 25'000 | 109'408 | 25'000 | 48'998 CHF | 11'447 CHF | 100.00% | 100.00% |
08.11.2024 | 2.48% | 0.41 CHF | 0.42 CHF | 109'696 | 25'000 | 109'945 | 25'000 | 43'864 CHF | 10'225 CHF | 100.00% | 100.00% |
07.11.2024 | 2.43% | 0.40 CHF | 0.41 CHF | 109'876 | 20'000 | 109'449 | 19'481 | 46'770 CHF | 8'513 CHF | 99.06% | 99.06% |