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 | 4.78% | 0.23 CHF | 0.24 CHF | 108'304 | 20'000 | 108'792 | 20'000 | 22'263 CHF | 4'293 CHF | 100.00% | 100.00% |
19.11.2024 | 7.07% | 0.18 CHF | 0.19 CHF | 109'192 | 20'000 | 110'336 | 20'000 | 15'351 CHF | 2'984 CHF | 100.00% | 100.00% |
18.11.2024 | 5.05% | 0.19 CHF | 0.20 CHF | 109'404 | 20'000 | 109'306 | 20'000 | 21'262 CHF | 4'091 CHF | 94.79% | 94.79% |
15.11.2024 | 4.29% | 0.23 CHF | 0.24 CHF | 108'598 | 20'000 | 108'599 | 20'000 | 24'829 CHF | 4'773 CHF | 100.00% | 100.00% |
14.11.2024 | 4.74% | 0.21 CHF | 0.22 CHF | 109'264 | 20'000 | 109'327 | 20'000 | 22'664 CHF | 4'347 CHF | 99.44% | 99.44% |
13.11.2024 | 9.16% | 0.11 CHF | 0.12 CHF | 111'371 | 20'000 | 111'295 | 19'927 | 11'847 CHF | 2'323 CHF | 98.88% | 98.88% |
12.11.2024 | 6.53% | 0.13 CHF | 0.14 CHF | 110'584 | 20'000 | 110'023 | 20'000 | 16'380 CHF | 3'178 CHF | 100.00% | 100.00% |
11.11.2024 | 6.09% | 0.17 CHF | 0.18 CHF | 109'339 | 25'000 | 109'407 | 25'000 | 17'446 CHF | 4'237 CHF | 100.00% | 100.00% |
08.11.2024 | 8.08% | 0.12 CHF | 0.13 CHF | 109'733 | 25'000 | 109'747 | 25'000 | 13'053 CHF | 3'224 CHF | 41.17% | 100.00% |
07.11.2024 | 7.33% | 0.11 CHF | 0.12 CHF | 109'876 | 20'000 | 109'472 | 19'472 | 15'182 CHF | 2'890 CHF | 97.47% | 99.06% |