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 | 3.12% | 0.29 CHF | 0.30 CHF | 108'304 | 20'000 | 108'792 | 20'000 | 34'309 CHF | 6'507 CHF | 100.00% | 100.00% |
19.11.2024 | 2.58% | 0.35 CHF | 0.36 CHF | 109'446 | 20'000 | 110'322 | 20'000 | 42'302 CHF | 7'867 CHF | 100.00% | 100.00% |
18.11.2024 | 3.00% | 0.34 CHF | 0.35 CHF | 109'579 | 20'000 | 109'337 | 20'000 | 35'940 CHF | 6'773 CHF | 94.79% | 94.79% |
15.11.2024 | 3.31% | 0.29 CHF | 0.30 CHF | 108'508 | 20'000 | 108'610 | 20'000 | 32'280 CHF | 6'144 CHF | 100.00% | 100.00% |
14.11.2024 | 3.11% | 0.31 CHF | 0.32 CHF | 109'041 | 20'000 | 109'311 | 20'000 | 34'734 CHF | 6'554 CHF | 99.44% | 99.44% |
13.11.2024 | 2.40% | 0.41 CHF | 0.42 CHF | 111'274 | 20'000 | 111'282 | 19'927 | 46'568 CHF | 8'540 CHF | 98.88% | 98.88% |
12.11.2024 | 2.62% | 0.40 CHF | 0.41 CHF | 110'606 | 20'000 | 109'988 | 20'000 | 41'422 CHF | 7'731 CHF | 100.00% | 100.00% |
11.11.2024 | 2.70% | 0.36 CHF | 0.37 CHF | 109'410 | 25'000 | 109'402 | 25'000 | 39'932 CHF | 9'375 CHF | 100.00% | 100.00% |
08.11.2024 | 2.37% | 0.40 CHF | 0.41 CHF | 109'798 | 25'000 | 109'952 | 25'000 | 45'820 CHF | 10'668 CHF | 100.00% | 100.00% |
07.11.2024 | 2.67% | 0.42 CHF | 0.43 CHF | 109'876 | 20'000 | 109'478 | 19'481 | 42'834 CHF | 7'837 CHF | 99.06% | 99.06% |