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 | 0.43% | 2.32 CHF | 2.33 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 70'107 CHF | 58'673 CHF | 100.00% | 100.00% |
19.11.2024 | 0.42% | 2.33 CHF | 2.34 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 71'645 CHF | 59'954 CHF | 100.00% | 100.00% |
18.11.2024 | 0.43% | 2.45 CHF | 2.46 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 70'004 CHF | 58'587 CHF | 100.00% | 100.00% |
15.11.2024 | 0.57% | 2.27 CHF | 2.28 CHF | 30'000 | 25'000 | 23'622 | 20'444 | 54'788 CHF | 47'691 CHF | 100.00% | 100.00% |
14.11.2024 | 0.42% | 2.44 CHF | 2.45 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 71'579 CHF | 59'899 CHF | 99.44% | 99.44% |
13.11.2024 | 0.46% | 2.53 CHF | 2.54 CHF | 25'000 | 25'000 | 29'070 | 24'280 | 66'324 CHF | 55'693 CHF | 98.42% | 98.42% |
12.11.2024 | 0.37% | 2.51 CHF | 2.53 CHF | 12'500 | 12'500 | 24'525 | 24'525 | 69'356 CHF | 69'606 CHF | 99.23% | 99.23% |
11.11.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 74'273 CHF | 74'523 CHF | 100.00% | 100.00% |
08.11.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 71'381 CHF | 71'631 CHF | 100.00% | 100.00% |
07.11.2024 | 0.36% | 2.87 CHF | 2.88 CHF | 25'000 | 25'000 | 24'740 | 24'221 | 71'498 CHF | 70'261 CHF | 99.06% | 99.06% |