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 | 0.53% | 1.86 CHF | 1.87 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 56'342 CHF | 47'202 CHF | 100.00% | 100.00% |
19.11.2024 | 0.52% | 1.87 CHF | 1.88 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 57'870 CHF | 48'475 CHF | 100.00% | 100.00% |
18.11.2024 | 0.53% | 1.99 CHF | 2.00 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 56'229 CHF | 47'107 CHF | 100.00% | 100.00% |
15.11.2024 | 0.70% | 1.81 CHF | 1.82 CHF | 30'000 | 25'000 | 23'622 | 20'444 | 43'948 CHF | 38'308 CHF | 100.00% | 100.00% |
14.11.2024 | 0.52% | 1.98 CHF | 1.99 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 57'800 CHF | 48'417 CHF | 99.44% | 99.44% |
13.11.2024 | 0.57% | 2.07 CHF | 2.08 CHF | 30'000 | 25'000 | 29'220 | 24'280 | 53'261 CHF | 44'524 CHF | 98.42% | 98.42% |
12.11.2024 | 0.44% | 2.05 CHF | 2.07 CHF | 12'500 | 12'500 | 29'335 | 24'525 | 69'473 CHF | 58'309 CHF | 99.23% | 99.23% |
11.11.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 25'000 | 25'000 | 25'502 | 25'000 | 64'020 CHF | 63'023 CHF | 100.00% | 100.00% |
08.11.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 71'857 CHF | 60'131 CHF | 100.00% | 100.00% |
07.11.2024 | 0.43% | 2.41 CHF | 2.42 CHF | 30'000 | 25'000 | 30'000 | 24'221 | 72'890 CHF | 59'119 CHF | 99.06% | 99.06% |