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 | 0.81% | 1.95 CHF | 1.96 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 57'772 CHF | 48'533 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 1.88 CHF | 1.90 CHF | 30'000 | 25'000 | 27'694 | 23'353 | 55'011 CHF | 46'779 CHF | 94.92% | 94.92% |
18.11.2024 | 0.76% | 2.17 CHF | 2.19 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 64'542 CHF | 54'196 CHF | 100.00% | 100.00% |
15.11.2024 | 0.75% | 2.16 CHF | 2.18 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 65'185 CHF | 54'728 CHF | 100.00% | 100.00% |
14.11.2024 | 0.74% | 2.25 CHF | 2.26 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 66'721 CHF | 56'013 CHF | 99.44% | 99.44% |
13.11.2024 | 0.76% | 2.21 CHF | 2.22 CHF | 30'000 | 25'000 | 30'000 | 24'964 | 65'013 CHF | 54'512 CHF | 98.88% | 98.88% |
12.11.2024 | 0.68% | 2.29 CHF | 2.31 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 70'047 CHF | 58'771 CHF | 100.00% | 100.00% |
11.11.2024 | 0.69% | 2.38 CHF | 2.40 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 72'949 CHF | 61'211 CHF | 100.00% | 100.00% |
08.11.2024 | 0.69% | 2.36 CHF | 2.37 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 70'045 CHF | 58'774 CHF | 100.00% | 100.00% |
07.11.2024 | 0.72% | 2.31 CHF | 2.33 CHF | 30'000 | 25'000 | 30'000 | 24'741 | 71'027 CHF | 59'002 CHF | 99.06% | 99.06% |