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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 111'924 | 75'000 | 51'624 CHF | 35'359 CHF | 100.00% | 100.00% |
25.11.2024 | 2.24% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 120'000 | 75'000 | 52'938 CHF | 33'836 CHF | 100.00% | 100.00% |
22.11.2024 | 2.05% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 109'655 | 75'000 | 53'036 CHF | 37'029 CHF | 100.00% | 100.00% |
20.11.2024 | 2.17% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 114'991 | 75'000 | 52'519 CHF | 35'046 CHF | 100.00% | 100.00% |
19.11.2024 | 2.00% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 104'084 | 75'000 | 51'467 CHF | 37'862 CHF | 100.00% | 100.00% |
18.11.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 106'663 | 75'000 | 52'197 CHF | 37'482 CHF | 100.00% | 100.00% |
15.11.2024 | 2.01% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 105'753 | 75'000 | 51'949 CHF | 37'648 CHF | 100.00% | 100.00% |
14.11.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 51'911 CHF | 39'683 CHF | 99.52% | 99.52% |
13.11.2024 | 1.86% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 97'243 | 74'138 | 52'367 CHF | 40'720 CHF | 98.35% | 98.35% |