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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.62% | 2.49 CHF | 2.51 CHF | 30'000 | 25'000 | 29'448 | 25'000 | 72'249 CHF | 61'746 CHF | 100.00% | 100.00% |
20.11.2024 | 0.67% | 2.34 CHF | 2.35 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 69'472 CHF | 58'283 CHF | 100.00% | 100.00% |
19.11.2024 | 0.71% | 2.27 CHF | 2.29 CHF | 30'000 | 25'000 | 27'499 | 23'353 | 65'300 CHF | 55'886 CHF | 94.92% | 94.92% |
18.11.2024 | 0.61% | 2.56 CHF | 2.58 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 63'535 CHF | 63'924 CHF | 100.00% | 100.00% |
15.11.2024 | 0.64% | 2.55 CHF | 2.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 64'052 CHF | 64'463 CHF | 100.00% | 100.00% |
14.11.2024 | 0.63% | 2.64 CHF | 2.65 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 65'351 CHF | 65'763 CHF | 99.44% | 99.44% |
13.11.2024 | 0.63% | 2.60 CHF | 2.61 CHF | 25'000 | 25'000 | 25'120 | 24'964 | 64'202 CHF | 64'218 CHF | 98.88% | 98.88% |
12.11.2024 | 0.59% | 2.68 CHF | 2.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 68'098 CHF | 68'500 CHF | 100.00% | 100.00% |
11.11.2024 | 0.62% | 2.77 CHF | 2.79 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 70'523 CHF | 70'961 CHF | 100.00% | 100.00% |
08.11.2024 | 0.59% | 2.75 CHF | 2.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 68'121 CHF | 68'524 CHF | 100.00% | 100.00% |