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 | 2.20% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 117'170 | 50'000 | 52'569 CHF | 22'953 CHF | 100.00% | 100.00% |
19.11.2024 | 2.22% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 110'479 | 50'000 | 51'690 CHF | 23'942 CHF | 100.00% | 100.00% |
18.11.2024 | 2.20% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 110'819 | 50'000 | 51'885 CHF | 23'936 CHF | 100.00% | 100.00% |
15.11.2024 | 2.31% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 117'837 | 50'000 | 53'006 CHF | 23'029 CHF | 100.00% | 100.00% |
14.11.2024 | 2.21% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 116'247 | 50'000 | 51'937 CHF | 22'941 CHF | 99.52% | 99.52% |
13.11.2024 | 2.82% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 145'224 | 49'704 | 51'563 CHF | 18'170 CHF | 99.32% | 99.32% |