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 | 0.57% | 1.74 CHF | 1.75 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 52'707 CHF | 44'173 CHF | 100.00% | 100.00% |
19.11.2024 | 0.55% | 1.75 CHF | 1.76 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 54'245 CHF | 45'454 CHF | 100.00% | 100.00% |
18.11.2024 | 0.57% | 1.87 CHF | 1.88 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 52'604 CHF | 44'087 CHF | 100.00% | 100.00% |
15.11.2024 | 0.76% | 1.69 CHF | 1.70 CHF | 30'000 | 25'000 | 23'833 | 20'444 | 41'437 CHF | 35'833 CHF | 100.00% | 100.00% |
14.11.2024 | 0.55% | 1.86 CHF | 1.87 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 54'179 CHF | 45'399 CHF | 99.44% | 99.44% |
13.11.2024 | 0.61% | 1.95 CHF | 1.96 CHF | 30'000 | 25'000 | 33'659 | 24'280 | 56'888 CHF | 41'610 CHF | 98.42% | 98.42% |
12.11.2024 | 0.46% | 1.93 CHF | 1.95 CHF | 12'500 | 12'500 | 29'335 | 24'525 | 65'971 CHF | 55'381 CHF | 99.23% | 99.23% |
11.11.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 71'727 CHF | 60'023 CHF | 100.00% | 100.00% |
08.11.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 68'257 CHF | 57'131 CHF | 100.00% | 100.00% |
07.11.2024 | 0.45% | 2.29 CHF | 2.30 CHF | 30'000 | 25'000 | 30'000 | 24'221 | 69'290 CHF | 56'213 CHF | 99.06% | 99.06% |