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 | 0.76% | 2.21 CHF | 2.22 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 159'897 CHF | 161'123 CHF | 100.00% | 100.00% |
19.11.2024 | 0.71% | 2.16 CHF | 2.18 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 215'989 CHF | 217'532 CHF | 92.93% | 92.93% |
18.11.2024 | 0.73% | 2.06 CHF | 2.07 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 203'106 CHF | 204'604 CHF | 100.00% | 100.00% |
15.11.2024 | 0.67% | 1.98 CHF | 1.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 193'625 CHF | 194'930 CHF | 100.00% | 100.00% |
14.11.2024 | 0.72% | 1.74 CHF | 1.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 177'740 CHF | 179'031 CHF | 99.24% | 99.24% |
13.11.2024 | 0.76% | 1.72 CHF | 1.73 CHF | 100'000 | 100'000 | 99'146 | 99'146 | 167'588 CHF | 168'858 CHF | 99.39% | 99.39% |
12.11.2024 | 0.72% | 1.73 CHF | 1.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 170'909 CHF | 172'141 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 1.62 CHF | 1.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 162'051 CHF | 163'269 CHF | 100.00% | 100.00% |
08.11.2024 | 0.69% | 1.72 CHF | 1.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 169'200 CHF | 170'373 CHF | 100.00% | 100.00% |
07.11.2024 | 0.78% | 1.61 CHF | 1.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 160'791 CHF | 162'051 CHF | 59.34% | 59.34% |