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 | 2.25% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 119'984 | 50'000 | 52'676 CHF | 22'456 CHF | 100.00% | 100.00% |
19.11.2024 | 2.42% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 126'277 | 50'000 | 51'647 CHF | 20'974 CHF | 100.00% | 100.00% |
18.11.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 124'199 | 50'000 | 51'733 CHF | 21'341 CHF | 100.00% | 100.00% |
15.11.2024 | 2.36% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 123'583 | 50'000 | 51'709 CHF | 21'450 CHF | 100.00% | 100.00% |
14.11.2024 | 2.60% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 136'547 | 50'000 | 51'740 CHF | 19'473 CHF | 99.22% | 99.22% |
13.11.2024 | 2.82% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 145'593 | 49'448 | 51'498 CHF | 17'998 CHF | 99.36% | 99.36% |
12.11.2024 | 2.68% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 140'034 | 50'000 | 51'590 CHF | 18'921 CHF | 100.00% | 100.00% |
11.11.2024 | 2.30% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 121'620 | 50'000 | 52'384 CHF | 22'050 CHF | 100.00% | 100.00% |
08.11.2024 | 4.50% | 0.39 CHF | 0.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'697 CHF | 9'098 CHF | 91.59% | 91.59% |
07.11.2024 | 2.46% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 124'480 | 48'697 | 51'609 CHF | 20'699 CHF | 98.73% | 98.73% |