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 | 0.69% | 2.21 CHF | 2.22 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 65'638 CHF | 55'079 CHF | 100.00% | 100.00% |
19.11.2024 | 0.77% | 2.14 CHF | 2.16 CHF | 30'000 | 25'000 | 27'694 | 23'353 | 62'238 CHF | 52'904 CHF | 94.92% | 94.92% |
18.11.2024 | 0.64% | 2.44 CHF | 2.45 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 72'405 CHF | 60'724 CHF | 100.00% | 100.00% |
15.11.2024 | 0.65% | 2.42 CHF | 2.44 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 73'026 CHF | 61'255 CHF | 100.00% | 100.00% |
14.11.2024 | 0.61% | 2.51 CHF | 2.52 CHF | 25'000 | 25'000 | 28'704 | 25'000 | 71'348 CHF | 62'540 CHF | 99.44% | 99.44% |
13.11.2024 | 0.69% | 2.47 CHF | 2.49 CHF | 30'000 | 25'000 | 29'796 | 24'964 | 72'325 CHF | 61'030 CHF | 98.88% | 98.88% |
12.11.2024 | 0.61% | 2.55 CHF | 2.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 64'902 CHF | 65'301 CHF | 100.00% | 100.00% |
11.11.2024 | 0.63% | 2.65 CHF | 2.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 67'321 CHF | 67'746 CHF | 100.00% | 100.00% |
08.11.2024 | 0.62% | 2.62 CHF | 2.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 64'922 CHF | 65'326 CHF | 100.00% | 100.00% |
07.11.2024 | 0.65% | 2.57 CHF | 2.59 CHF | 25'000 | 25'000 | 24'741 | 24'741 | 65'043 CHF | 65'461 CHF | 99.06% | 99.06% |