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 | 2.06% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 109'569 | 50'000 | 52'700 CHF | 24'553 CHF | 100.00% | 100.00% |
19.11.2024 | 2.04% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 109'381 | 50'000 | 52'981 CHF | 24'723 CHF | 95.85% | 95.85% |
18.11.2024 | 2.06% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 110'000 | 50'000 | 52'918 CHF | 24'554 CHF | 99.57% | 99.57% |
15.11.2024 | 2.16% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 111'874 | 50'000 | 51'290 CHF | 23'431 CHF | 100.00% | 100.00% |
14.11.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 119'529 | 50'000 | 53'635 CHF | 22'938 CHF | 99.44% | 99.44% |
13.11.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 118'603 | 49'878 | 52'778 CHF | 22'703 CHF | 94.79% | 94.79% |
12.11.2024 | 2.38% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 125'525 | 50'000 | 52'024 CHF | 21'236 CHF | 100.00% | 100.00% |
11.11.2024 | 2.50% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 130'447 | 50'000 | 51'564 CHF | 20'267 CHF | 94.79% | 94.79% |
08.11.2024 | 2.48% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 131'751 | 50'000 | 52'554 CHF | 20'460 CHF | 100.00% | 100.00% |
07.11.2024 | 2.66% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 140'000 | 48'444 | 51'961 CHF | 18'450 CHF | 99.06% | 99.06% |