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 | 2.18% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 114'822 | 50'000 | 52'011 CHF | 23'169 CHF | 100.00% | 100.00% |
19.11.2024 | 2.33% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 123'393 | 50'000 | 52'299 CHF | 21'712 CHF | 100.00% | 100.00% |
18.11.2024 | 2.29% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 120'000 | 50'000 | 51'845 CHF | 22'102 CHF | 100.00% | 100.00% |
15.11.2024 | 2.28% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 120'890 | 50'000 | 52'524 CHF | 22'237 CHF | 100.00% | 100.00% |
14.11.2024 | 2.50% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 131'089 | 50'000 | 51'677 CHF | 20'233 CHF | 99.22% | 99.22% |
13.11.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 140'223 | 49'448 | 51'676 CHF | 18'719 CHF | 99.36% | 99.36% |
12.11.2024 | 2.59% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 138'329 | 50'000 | 52'768 CHF | 19'578 CHF | 100.00% | 100.00% |
11.11.2024 | 2.23% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 116'483 | 50'000 | 51'743 CHF | 22'734 CHF | 100.00% | 100.00% |
08.11.2024 | 4.88% | 0.41 CHF | 0.43 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'065 CHF | 9'517 CHF | 100.00% | 100.00% |
07.11.2024 | 2.35% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 120'163 | 48'696 | 51'481 CHF | 21'352 CHF | 98.73% | 98.73% |