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 | 2.25% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 119'221 | 50'000 | 52'317 CHF | 22'448 CHF | 100.00% | 100.00% |
19.11.2024 | 2.11% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 112'270 | 50'000 | 52'700 CHF | 23'990 CHF | 100.00% | 100.00% |
18.11.2024 | 2.15% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 112'523 | 50'000 | 51'881 CHF | 23'566 CHF | 100.00% | 100.00% |
15.11.2024 | 2.15% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 112'748 | 50'000 | 51'860 CHF | 23'526 CHF | 100.00% | 100.00% |
14.11.2024 | 1.99% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 103'975 | 50'000 | 51'829 CHF | 25'451 CHF | 99.22% | 99.22% |
13.11.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 100'000 | 49'448 | 52'495 CHF | 26'451 CHF | 99.36% | 99.36% |
12.11.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 51'158 CHF | 26'079 CHF | 100.00% | 100.00% |
11.11.2024 | 2.20% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 115'497 | 50'000 | 51'863 CHF | 22'980 CHF | 100.00% | 100.00% |
08.11.2024 | 3.39% | 0.48 CHF | 0.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'242 CHF | 13'699 CHF | 100.00% | 100.00% |
07.11.2024 | 2.15% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 110'310 | 48'697 | 51'706 CHF | 23'325 CHF | 98.73% | 98.73% |