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 | 9.22% | 0.08 CHF | 0.09 CHF | 108'370 | 20'000 | 108'778 | 20'000 | 11'339 CHF | 2'284 CHF | 100.00% | 100.00% |
19.11.2024 | 5.77% | 0.13 CHF | 0.14 CHF | 109'192 | 20'000 | 110'336 | 20'000 | 18'853 CHF | 3'616 CHF | 100.00% | 100.00% |
18.11.2024 | 9.42% | 0.12 CHF | 0.13 CHF | 109'337 | 20'000 | 109'323 | 20'000 | 12'625 CHF | 2'533 CHF | 94.79% | 94.79% |
15.11.2024 | 11.12% | 0.08 CHF | 0.09 CHF | 108'598 | 20'000 | 108'612 | 20'000 | 9'296 CHF | 1'911 CHF | 100.00% | 100.00% |
14.11.2024 | 9.15% | 0.10 CHF | 0.11 CHF | 109'017 | 20'000 | 109'300 | 20'000 | 11'608 CHF | 2'323 CHF | 99.44% | 99.44% |
13.11.2024 | 4.79% | 0.20 CHF | 0.21 CHF | 111'343 | 20'000 | 111'317 | 19'927 | 23'057 CHF | 4'328 CHF | 98.88% | 98.88% |
12.11.2024 | 5.90% | 0.19 CHF | 0.20 CHF | 110'674 | 20'000 | 109'997 | 20'000 | 18'183 CHF | 3'505 CHF | 100.00% | 100.00% |
11.11.2024 | 6.29% | 0.15 CHF | 0.16 CHF | 109'410 | 25'000 | 109'402 | 25'000 | 16'872 CHF | 4'105 CHF | 100.00% | 100.00% |
08.11.2024 | 4.76% | 0.19 CHF | 0.20 CHF | 109'839 | 25'000 | 109'947 | 25'000 | 22'574 CHF | 5'383 CHF | 100.00% | 100.00% |
07.11.2024 | 5.76% | 0.21 CHF | 0.22 CHF | 109'931 | 20'000 | 109'519 | 19'481 | 19'719 CHF | 3'722 CHF | 99.06% | 99.06% |