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 | 3.37% | 0.35 CHF | 0.36 CHF | 108'304 | 20'000 | 108'782 | 20'000 | 35'315 CHF | 6'716 CHF | 100.00% | 100.00% |
19.11.2024 | 3.81% | 0.30 CHF | 0.31 CHF | 109'192 | 20'000 | 110'336 | 20'000 | 28'591 CHF | 5'384 CHF | 100.00% | 100.00% |
18.11.2024 | 3.14% | 0.31 CHF | 0.32 CHF | 109'404 | 20'000 | 109'306 | 20'000 | 34'379 CHF | 6'491 CHF | 94.79% | 94.79% |
15.11.2024 | 2.83% | 0.35 CHF | 0.36 CHF | 108'598 | 20'000 | 108'599 | 20'000 | 37'861 CHF | 7'173 CHF | 100.00% | 100.00% |
14.11.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 109'264 | 20'000 | 109'327 | 20'000 | 35'783 CHF | 6'747 CHF | 99.44% | 99.44% |
13.11.2024 | 4.38% | 0.23 CHF | 0.24 CHF | 111'371 | 20'000 | 111'295 | 19'927 | 25'202 CHF | 4'715 CHF | 98.88% | 98.88% |
12.11.2024 | 3.66% | 0.25 CHF | 0.26 CHF | 110'584 | 20'000 | 110'023 | 20'000 | 29'582 CHF | 5'578 CHF | 100.00% | 100.00% |
11.11.2024 | 3.52% | 0.29 CHF | 0.30 CHF | 109'339 | 25'000 | 109'407 | 25'000 | 30'574 CHF | 7'237 CHF | 100.00% | 100.00% |
08.11.2024 | 4.25% | 0.24 CHF | 0.25 CHF | 109'733 | 25'000 | 109'924 | 25'000 | 25'358 CHF | 6'018 CHF | 100.00% | 100.00% |
07.11.2024 | 3.99% | 0.23 CHF | 0.24 CHF | 109'876 | 20'000 | 109'478 | 19'481 | 28'270 CHF | 5'220 CHF | 99.06% | 99.06% |