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 | 0.67% | 2.24 CHF | 2.25 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 66'512 CHF | 55'801 CHF | 100.00% | 100.00% |
19.11.2024 | 0.77% | 2.18 CHF | 2.19 CHF | 30'000 | 25'000 | 27'694 | 23'353 | 63'099 CHF | 53'634 CHF | 94.92% | 94.92% |
18.11.2024 | 0.66% | 2.47 CHF | 2.48 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 73'305 CHF | 61'490 CHF | 100.00% | 100.00% |
15.11.2024 | 0.64% | 2.45 CHF | 2.47 CHF | 30'000 | 25'000 | 29'716 | 25'000 | 73'246 CHF | 62'026 CHF | 100.00% | 100.00% |
14.11.2024 | 0.63% | 2.54 CHF | 2.55 CHF | 25'000 | 25'000 | 25'149 | 25'000 | 63'280 CHF | 63'308 CHF | 99.44% | 99.44% |
13.11.2024 | 0.68% | 2.50 CHF | 2.52 CHF | 25'000 | 25'000 | 29'127 | 24'964 | 71'573 CHF | 61'805 CHF | 98.88% | 98.88% |
12.11.2024 | 0.65% | 2.58 CHF | 2.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 65'672 CHF | 66'098 CHF | 100.00% | 100.00% |
11.11.2024 | 0.63% | 2.68 CHF | 2.69 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 68'094 CHF | 68'523 CHF | 100.00% | 100.00% |
08.11.2024 | 0.61% | 2.65 CHF | 2.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 65'696 CHF | 66'095 CHF | 100.00% | 100.00% |
07.11.2024 | 0.64% | 2.61 CHF | 2.62 CHF | 25'000 | 25'000 | 24'741 | 24'741 | 65'803 CHF | 66'220 CHF | 99.06% | 99.06% |