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 | 2.71% | 0.39 CHF | 0.40 CHF | 108'304 | 20'000 | 108'792 | 20'000 | 39'670 CHF | 7'493 CHF | 100.00% | 100.00% |
19.11.2024 | 3.32% | 0.33 CHF | 0.34 CHF | 109'446 | 20'000 | 110'331 | 20'000 | 32'810 CHF | 6'149 CHF | 100.00% | 100.00% |
18.11.2024 | 2.79% | 0.35 CHF | 0.36 CHF | 109'404 | 20'000 | 109'306 | 20'000 | 38'751 CHF | 7'291 CHF | 94.79% | 94.79% |
15.11.2024 | 3.18% | 0.39 CHF | 0.40 CHF | 108'598 | 20'000 | 108'622 | 20'000 | 41'946 CHF | 7'973 CHF | 100.00% | 100.00% |
14.11.2024 | 2.71% | 0.37 CHF | 0.38 CHF | 109'017 | 20'000 | 109'308 | 20'000 | 39'901 CHF | 7'502 CHF | 99.44% | 99.44% |
13.11.2024 | 3.73% | 0.27 CHF | 0.28 CHF | 111'399 | 20'000 | 111'301 | 19'927 | 29'543 CHF | 5'490 CHF | 98.88% | 98.88% |
12.11.2024 | 3.19% | 0.29 CHF | 0.30 CHF | 110'584 | 20'000 | 110'014 | 20'000 | 33'930 CHF | 6'369 CHF | 100.00% | 100.00% |
11.11.2024 | 3.08% | 0.33 CHF | 0.34 CHF | 109'339 | 25'000 | 109'407 | 25'000 | 34'951 CHF | 8'237 CHF | 100.00% | 100.00% |
08.11.2024 | 3.65% | 0.28 CHF | 0.29 CHF | 109'696 | 25'000 | 109'940 | 25'000 | 29'643 CHF | 6'991 CHF | 100.00% | 100.00% |
07.11.2024 | 3.46% | 0.27 CHF | 0.28 CHF | 109'876 | 20'000 | 109'449 | 19'481 | 32'610 CHF | 5'993 CHF | 99.06% | 99.06% |