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 | 2.32% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 109'018 | 50'000 | 52'086 CHF | 24'461 CHF | 92.81% | 92.81% |
19.11.2024 | 2.36% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 118'840 | 50'000 | 53'237 CHF | 22'940 CHF | 99.53% | 99.53% |
18.11.2024 | 2.81% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 110'133 | 44'487 | 51'716 CHF | 21'495 CHF | 100.00% | 100.00% |
15.11.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 114'484 | 50'000 | 52'086 CHF | 23'314 CHF | 92.47% | 92.47% |
14.11.2024 | 2.37% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 110'000 | 50'000 | 52'883 CHF | 24'614 CHF | 98.20% | 98.20% |
13.11.2024 | 2.32% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 109'895 | 49'700 | 51'987 CHF | 24'081 CHF | 98.35% | 98.35% |
12.11.2024 | 2.12% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 100'568 | 50'000 | 52'229 CHF | 26'533 CHF | 97.69% | 97.69% |
11.11.2024 | 2.04% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 91'294 | 50'000 | 51'130 CHF | 28'589 CHF | 100.00% | 100.00% |
08.11.2024 | 2.14% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 100'009 | 50'000 | 51'511 CHF | 26'311 CHF | 96.30% | 96.30% |
07.11.2024 | 2.25% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 100'133 | 48'588 | 52'056 CHF | 25'836 CHF | 91.03% | 91.03% |