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 | 1.97% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 102'152 | 50'000 | 51'253 CHF | 25'602 CHF | 100.00% | 100.00% |
19.11.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 109'555 | 50'000 | 52'706 CHF | 24'558 CHF | 100.00% | 100.00% |
18.11.2024 | 2.54% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 110'000 | 43'384 | 52'254 CHF | 21'123 CHF | 100.00% | 100.00% |
15.11.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 117'802 | 50'000 | 52'535 CHF | 22'815 CHF | 100.00% | 100.00% |
14.11.2024 | 2.39% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 125'765 | 50'000 | 51'874 CHF | 21'139 CHF | 99.27% | 99.27% |
13.11.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 126'085 | 49'436 | 52'138 CHF | 20'953 CHF | 99.40% | 99.40% |
12.11.2024 | 2.26% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 120'000 | 50'000 | 52'421 CHF | 22'342 CHF | 100.00% | 100.00% |
11.11.2024 | 2.12% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 110'000 | 50'000 | 51'372 CHF | 23'851 CHF | 100.00% | 100.00% |
08.11.2024 | 2.28% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 120'000 | 50'000 | 52'147 CHF | 22'228 CHF | 100.00% | 100.00% |
07.11.2024 | 2.27% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 116'350 | 48'746 | 53'055 CHF | 22'720 CHF | 99.05% | 99.05% |