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 | 0.40% | 2.49 CHF | 2.50 CHF | 30'000 | 25'000 | 26'077 | 25'000 | 65'327 CHF | 62'900 CHF | 100.00% | 100.00% |
19.11.2024 | 0.39% | 2.50 CHF | 2.51 CHF | 25'000 | 25'000 | 25'760 | 25'000 | 65'802 CHF | 64'176 CHF | 100.00% | 100.00% |
18.11.2024 | 0.40% | 2.62 CHF | 2.63 CHF | 25'000 | 25'000 | 27'805 | 25'000 | 69'469 CHF | 62'816 CHF | 100.00% | 100.00% |
15.11.2024 | 0.53% | 2.44 CHF | 2.45 CHF | 30'000 | 25'000 | 22'220 | 20'444 | 55'263 CHF | 51'145 CHF | 100.00% | 100.00% |
14.11.2024 | 0.39% | 2.61 CHF | 2.62 CHF | 25'000 | 25'000 | 25'320 | 25'000 | 64'674 CHF | 64'128 CHF | 99.44% | 99.44% |
13.11.2024 | 0.43% | 2.70 CHF | 2.71 CHF | 25'000 | 25'000 | 27'692 | 24'280 | 67'702 CHF | 59'799 CHF | 98.42% | 98.42% |
12.11.2024 | 0.35% | 2.68 CHF | 2.70 CHF | 12'500 | 12'500 | 24'525 | 24'525 | 73'510 CHF | 73'760 CHF | 99.23% | 99.23% |
11.11.2024 | 0.32% | 3.13 CHF | 3.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 78'495 CHF | 78'745 CHF | 100.00% | 100.00% |
08.11.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 75'569 CHF | 75'819 CHF | 100.00% | 100.00% |
07.11.2024 | 0.34% | 3.03 CHF | 3.04 CHF | 25'000 | 25'000 | 24'740 | 24'221 | 75'654 CHF | 74'328 CHF | 99.06% | 99.06% |