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 | 0.73% | 2.10 CHF | 2.12 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 62'545 CHF | 52'500 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 2.04 CHF | 2.06 CHF | 30'000 | 25'000 | 27'694 | 23'353 | 59'442 CHF | 50'545 CHF | 94.92% | 94.92% |
18.11.2024 | 0.71% | 2.33 CHF | 2.35 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 69'342 CHF | 58'196 CHF | 100.00% | 100.00% |
15.11.2024 | 0.70% | 2.32 CHF | 2.34 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 69'985 CHF | 58'728 CHF | 100.00% | 100.00% |
14.11.2024 | 0.69% | 2.41 CHF | 2.42 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 71'521 CHF | 60'013 CHF | 99.44% | 99.44% |
13.11.2024 | 0.70% | 2.37 CHF | 2.38 CHF | 30'000 | 25'000 | 30'000 | 24'964 | 69'813 CHF | 58'506 CHF | 98.88% | 98.88% |
12.11.2024 | 0.68% | 2.45 CHF | 2.47 CHF | 30'000 | 25'000 | 27'746 | 25'000 | 69'198 CHF | 62'801 CHF | 100.00% | 100.00% |
11.11.2024 | 0.68% | 2.54 CHF | 2.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 64'791 CHF | 65'231 CHF | 100.00% | 100.00% |
08.11.2024 | 0.64% | 2.52 CHF | 2.53 CHF | 25'000 | 25'000 | 27'652 | 25'000 | 68'983 CHF | 62'794 CHF | 100.00% | 100.00% |
07.11.2024 | 0.71% | 2.47 CHF | 2.49 CHF | 30'000 | 25'000 | 25'814 | 24'741 | 65'209 CHF | 62'987 CHF | 99.06% | 99.06% |