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 | 2.10% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 110'612 | 50'000 | 52'192 CHF | 24'098 CHF | 100.00% | 100.00% |
19.11.2024 | 2.13% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 113'071 | 50'000 | 52'444 CHF | 23'714 CHF | 100.00% | 100.00% |
18.11.2024 | 1.94% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 50'956 CHF | 25'978 CHF | 100.00% | 100.00% |
15.11.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 97'753 | 50'000 | 53'629 CHF | 27'944 CHF | 100.00% | 100.00% |
14.11.2024 | 1.94% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 103'228 | 50'000 | 52'829 CHF | 26'140 CHF | 99.44% | 99.44% |
13.11.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 105'894 | 49'519 | 52'342 CHF | 24'991 CHF | 98.88% | 98.88% |
12.11.2024 | 1.92% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 100'202 | 50'000 | 51'770 CHF | 26'335 CHF | 100.00% | 100.00% |
11.11.2024 | 1.63% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 89'418 | 50'000 | 54'378 CHF | 30'914 CHF | 100.00% | 100.00% |
08.11.2024 | 1.62% | 0.59 CHF | 0.60 CHF | 90'000 | 25'000 | 88'044 | 25'000 | 54'014 CHF | 15'605 CHF | 100.00% | 100.00% |
07.11.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 80'000 | 25'000 | 70'960 | 24'740 | 52'091 CHF | 18'420 CHF | 99.06% | 99.06% |