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 | 0.72% | 2.10 CHF | 2.12 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 62'461 CHF | 52'426 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 2.04 CHF | 2.05 CHF | 30'000 | 25'000 | 27'694 | 23'353 | 59'298 CHF | 50'425 CHF | 94.92% | 94.92% |
18.11.2024 | 0.67% | 2.33 CHF | 2.35 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 69'209 CHF | 58'063 CHF | 100.00% | 100.00% |
15.11.2024 | 0.67% | 2.32 CHF | 2.33 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 69'856 CHF | 58'605 CHF | 100.00% | 100.00% |
14.11.2024 | 0.62% | 2.40 CHF | 2.42 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 71'415 CHF | 59'883 CHF | 99.44% | 99.44% |
13.11.2024 | 0.68% | 2.36 CHF | 2.38 CHF | 30'000 | 25'000 | 30'000 | 24'964 | 69'666 CHF | 58'370 CHF | 98.88% | 98.88% |
12.11.2024 | 0.64% | 2.45 CHF | 2.46 CHF | 30'000 | 25'000 | 28'590 | 25'000 | 71'165 CHF | 62'652 CHF | 100.00% | 100.00% |
11.11.2024 | 0.62% | 2.54 CHF | 2.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 64'692 CHF | 65'094 CHF | 100.00% | 100.00% |
08.11.2024 | 0.64% | 2.51 CHF | 2.53 CHF | 25'000 | 25'000 | 28'237 | 25'000 | 70'309 CHF | 62'672 CHF | 100.00% | 100.00% |
07.11.2024 | 0.65% | 2.47 CHF | 2.48 CHF | 30'000 | 25'000 | 25'987 | 24'741 | 65'519 CHF | 62'832 CHF | 99.06% | 99.06% |