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 | 2.33% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 122'859 | 50'000 | 52'161 CHF | 21'747 CHF | 100.00% | 100.00% |
19.11.2024 | 2.37% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 124'562 | 50'000 | 51'912 CHF | 21'358 CHF | 100.00% | 100.00% |
18.11.2024 | 2.14% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 112'547 | 50'000 | 51'969 CHF | 23'601 CHF | 100.00% | 100.00% |
15.11.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 101'654 | 50'000 | 50'992 CHF | 25'593 CHF | 100.00% | 100.00% |
14.11.2024 | 2.13% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 110'950 | 50'000 | 51'440 CHF | 23'772 CHF | 99.44% | 99.44% |
13.11.2024 | 2.21% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 117'825 | 49'519 | 52'650 CHF | 22'636 CHF | 98.88% | 98.88% |
12.11.2024 | 2.11% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 110'304 | 50'000 | 51'821 CHF | 23'993 CHF | 100.00% | 100.00% |
11.11.2024 | 1.77% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 92'542 | 50'000 | 51'767 CHF | 28'495 CHF | 100.00% | 100.00% |
08.11.2024 | 1.75% | 0.54 CHF | 0.55 CHF | 100'000 | 25'000 | 92'413 | 25'000 | 52'460 CHF | 14'455 CHF | 100.00% | 100.00% |
07.11.2024 | 1.46% | 0.66 CHF | 0.67 CHF | 80'000 | 25'000 | 80'000 | 24'740 | 55'051 CHF | 17'273 CHF | 99.06% | 99.06% |