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 | 2.27% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 111'151 | 50'000 | 52'283 CHF | 24'095 CHF | 100.00% | 100.00% |
19.11.2024 | 2.45% | 0.44 CHF | 0.46 CHF | 120'000 | 50'000 | 120'243 | 50'000 | 52'209 CHF | 22'253 CHF | 100.00% | 100.00% |
18.11.2024 | 2.25% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 110'530 | 50'000 | 51'266 CHF | 23'722 CHF | 100.00% | 100.00% |
15.11.2024 | 2.47% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 118'003 | 50'000 | 52'481 CHF | 22'837 CHF | 100.00% | 100.00% |
14.11.2024 | 2.28% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 110'000 | 50'000 | 52'410 CHF | 24'372 CHF | 99.52% | 99.52% |
13.11.2024 | 2.29% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 111'646 | 49'700 | 52'008 CHF | 23'726 CHF | 98.35% | 98.35% |
12.11.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 100'555 | 50'000 | 52'827 CHF | 26'798 CHF | 99.93% | 99.93% |
11.11.2024 | 1.81% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 51'856 CHF | 29'335 CHF | 100.00% | 100.00% |
08.11.2024 | 2.17% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 100'519 | 50'000 | 51'886 CHF | 26'381 CHF | 100.00% | 100.00% |
07.11.2024 | 2.16% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 100'247 | 48'695 | 52'336 CHF | 25'985 CHF | 98.50% | 98.50% |