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 | 0.56% | 1.76 CHF | 1.77 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 53'307 CHF | 44'673 CHF | 100.00% | 100.00% |
19.11.2024 | 0.55% | 1.77 CHF | 1.78 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 54'845 CHF | 45'954 CHF | 100.00% | 100.00% |
18.11.2024 | 0.56% | 1.89 CHF | 1.90 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 53'204 CHF | 44'587 CHF | 100.00% | 100.00% |
15.11.2024 | 0.75% | 1.71 CHF | 1.72 CHF | 30'000 | 25'000 | 23'622 | 20'444 | 41'560 CHF | 36'242 CHF | 100.00% | 100.00% |
14.11.2024 | 0.55% | 1.88 CHF | 1.89 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 54'779 CHF | 45'899 CHF | 99.44% | 99.44% |
13.11.2024 | 0.61% | 1.97 CHF | 1.98 CHF | 30'000 | 25'000 | 33'354 | 24'280 | 57'050 CHF | 42'096 CHF | 98.42% | 98.42% |
12.11.2024 | 0.46% | 1.95 CHF | 1.97 CHF | 12'500 | 12'500 | 29'335 | 24'525 | 66'540 CHF | 55'856 CHF | 99.23% | 99.23% |
11.11.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 72'294 CHF | 60'495 CHF | 100.00% | 100.00% |
08.11.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 68'836 CHF | 57'613 CHF | 100.00% | 100.00% |
07.11.2024 | 0.45% | 2.31 CHF | 2.32 CHF | 30'000 | 25'000 | 30'000 | 24'221 | 69'870 CHF | 56'682 CHF | 99.06% | 99.06% |