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 | 3.54% | 0.30 CHF | 0.31 CHF | 108'410 | 20'000 | 108'808 | 20'000 | 30'265 CHF | 5'763 CHF | 100.00% | 100.00% |
19.11.2024 | 4.67% | 0.25 CHF | 0.26 CHF | 109'258 | 20'000 | 110'338 | 20'000 | 23'273 CHF | 4'420 CHF | 100.00% | 100.00% |
18.11.2024 | 3.69% | 0.26 CHF | 0.27 CHF | 109'446 | 20'000 | 109'341 | 20'000 | 29'176 CHF | 5'538 CHF | 94.79% | 94.79% |
15.11.2024 | 3.28% | 0.30 CHF | 0.31 CHF | 108'770 | 20'000 | 108'610 | 20'000 | 32'617 CHF | 6'206 CHF | 100.00% | 100.00% |
14.11.2024 | 3.52% | 0.28 CHF | 0.29 CHF | 108'992 | 20'000 | 109'281 | 20'000 | 30'608 CHF | 5'803 CHF | 99.44% | 99.44% |
13.11.2024 | 5.54% | 0.19 CHF | 0.20 CHF | 111'216 | 20'000 | 111'275 | 19'927 | 19'826 CHF | 3'753 CHF | 98.88% | 98.88% |
12.11.2024 | 4.43% | 0.20 CHF | 0.21 CHF | 110'606 | 20'000 | 110'036 | 20'000 | 24'372 CHF | 4'630 CHF | 100.00% | 100.00% |
11.11.2024 | 4.19% | 0.24 CHF | 0.25 CHF | 109'385 | 25'000 | 109'423 | 25'000 | 25'566 CHF | 6'091 CHF | 100.00% | 100.00% |
08.11.2024 | 5.32% | 0.20 CHF | 0.21 CHF | 109'798 | 25'000 | 109'952 | 25'000 | 20'152 CHF | 4'832 CHF | 100.00% | 100.00% |
07.11.2024 | 4.84% | 0.18 CHF | 0.19 CHF | 109'931 | 20'000 | 109'536 | 19'481 | 23'235 CHF | 4'324 CHF | 99.06% | 99.06% |