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 | 0.38% | 2.59 CHF | 2.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 65'225 CHF | 65'475 CHF | 100.00% | 100.00% |
19.11.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'499 CHF | 66'749 CHF | 100.00% | 100.00% |
18.11.2024 | 0.38% | 2.72 CHF | 2.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 65'139 CHF | 65'389 CHF | 100.00% | 100.00% |
15.11.2024 | 0.51% | 2.54 CHF | 2.55 CHF | 25'000 | 25'000 | 20'444 | 20'444 | 52'987 CHF | 53'232 CHF | 100.00% | 100.00% |
14.11.2024 | 0.38% | 2.71 CHF | 2.72 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'417 CHF | 66'667 CHF | 99.44% | 99.44% |
13.11.2024 | 0.41% | 2.80 CHF | 2.81 CHF | 25'000 | 25'000 | 26'417 | 24'280 | 67'275 CHF | 62'277 CHF | 98.42% | 98.42% |
12.11.2024 | 0.34% | 2.78 CHF | 2.80 CHF | 12'500 | 12'500 | 24'525 | 24'525 | 75'963 CHF | 76'212 CHF | 99.23% | 99.23% |
11.11.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 81'023 CHF | 81'273 CHF | 100.00% | 100.00% |
08.11.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 78'113 CHF | 78'363 CHF | 100.00% | 100.00% |
07.11.2024 | 0.33% | 3.14 CHF | 3.15 CHF | 25'000 | 25'000 | 24'740 | 24'221 | 78'178 CHF | 76'800 CHF | 99.06% | 99.06% |