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 | 0.79% | 2.00 CHF | 2.01 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 59'272 CHF | 49'783 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 1.93 CHF | 1.95 CHF | 30'000 | 25'000 | 27'694 | 23'353 | 56'422 CHF | 47'976 CHF | 94.92% | 94.92% |
18.11.2024 | 0.74% | 2.23 CHF | 2.24 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 66'076 CHF | 55'474 CHF | 100.00% | 100.00% |
15.11.2024 | 0.72% | 2.21 CHF | 2.23 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 66'726 CHF | 56'005 CHF | 100.00% | 100.00% |
14.11.2024 | 0.71% | 2.30 CHF | 2.31 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 68'260 CHF | 57'290 CHF | 99.44% | 99.44% |
13.11.2024 | 0.75% | 2.26 CHF | 2.28 CHF | 30'000 | 25'000 | 30'000 | 24'964 | 66'537 CHF | 55'787 CHF | 98.88% | 98.88% |
12.11.2024 | 0.71% | 2.34 CHF | 2.36 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 71'583 CHF | 60'076 CHF | 100.00% | 100.00% |
11.11.2024 | 0.68% | 2.44 CHF | 2.45 CHF | 30'000 | 25'000 | 28'541 | 25'000 | 70'836 CHF | 62'496 CHF | 100.00% | 100.00% |
08.11.2024 | 0.67% | 2.41 CHF | 2.42 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 71'606 CHF | 60'076 CHF | 100.00% | 100.00% |
07.11.2024 | 0.73% | 2.36 CHF | 2.38 CHF | 30'000 | 25'000 | 30'000 | 24'741 | 72'557 CHF | 60'282 CHF | 99.06% | 99.06% |