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 | 17.02% | 0.02 CHF | 0.03 CHF | 108'000 | 108'000 | 106'819 | 106'819 | 7'310 CHF | 8'378 CHF | 29.61% | 29.61% |
19.11.2024 | 7.56% | 0.12 CHF | 0.13 CHF | 106'000 | 106'000 | 104'329 | 104'329 | 13'467 CHF | 14'511 CHF | 100.00% | 100.00% |
18.11.2024 | 4.96% | 0.18 CHF | 0.19 CHF | 102'000 | 102'000 | 101'503 | 101'503 | 20'065 CHF | 21'080 CHF | 100.00% | 100.00% |
15.11.2024 | 4.56% | 0.21 CHF | 0.22 CHF | 102'000 | 102'000 | 101'238 | 101'238 | 21'720 CHF | 22'732 CHF | 100.00% | 100.00% |
14.11.2024 | 5.28% | 0.21 CHF | 0.22 CHF | 102'000 | 102'000 | 101'975 | 101'975 | 18'940 CHF | 19'960 CHF | 99.33% | 99.33% |
13.11.2024 | 5.12% | 0.17 CHF | 0.18 CHF | 104'000 | 104'000 | 102'066 | 102'066 | 19'593 CHF | 20'614 CHF | 100.00% | 100.00% |
12.11.2024 | 3.64% | 0.22 CHF | 0.23 CHF | 102'000 | 102'000 | 97'893 | 97'893 | 27'219 CHF | 28'200 CHF | 100.00% | 100.00% |
11.11.2024 | 3.69% | 0.28 CHF | 0.29 CHF | 100'000 | 100'000 | 99'371 | 99'371 | 26'506 CHF | 27'500 CHF | 99.24% | 99.24% |
08.11.2024 | 3.59% | 0.28 CHF | 0.29 CHF | 100'000 | 100'000 | 99'273 | 99'273 | 27'185 CHF | 28'177 CHF | 100.00% | 100.00% |
07.11.2024 | 3.17% | 0.35 CHF | 0.36 CHF | 96'000 | 96'000 | 97'354 | 97'354 | 30'401 CHF | 31'375 CHF | 99.40% | 99.40% |