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 | 0.48% | 2.07 CHF | 2.08 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 62'525 CHF | 52'354 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 2.07 CHF | 2.08 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 64'082 CHF | 53'651 CHF | 100.00% | 100.00% |
18.11.2024 | 0.48% | 2.19 CHF | 2.20 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 62'438 CHF | 52'282 CHF | 100.00% | 100.00% |
15.11.2024 | 0.64% | 2.02 CHF | 2.03 CHF | 30'000 | 25'000 | 23'622 | 20'444 | 48'818 CHF | 42'524 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 2.19 CHF | 2.20 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 63'991 CHF | 53'576 CHF | 99.44% | 99.44% |
13.11.2024 | 0.51% | 2.28 CHF | 2.29 CHF | 30'000 | 25'000 | 29'220 | 24'280 | 59'301 CHF | 49'543 CHF | 98.42% | 98.42% |
12.11.2024 | 0.40% | 2.26 CHF | 2.28 CHF | 12'500 | 12'500 | 24'546 | 24'525 | 63'232 CHF | 63'432 CHF | 99.23% | 99.23% |
11.11.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 67'995 CHF | 68'245 CHF | 100.00% | 100.00% |
08.11.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 65'093 CHF | 65'343 CHF | 100.00% | 100.00% |
07.11.2024 | 0.40% | 2.62 CHF | 2.63 CHF | 25'000 | 25'000 | 24'740 | 24'221 | 65'297 CHF | 64'190 CHF | 99.06% | 99.06% |