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 | 0.64% | 2.37 CHF | 2.39 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 70'645 CHF | 59'250 CHF | 100.00% | 100.00% |
19.11.2024 | 0.70% | 2.31 CHF | 2.33 CHF | 30'000 | 25'000 | 26'511 | 23'353 | 63'912 CHF | 56'820 CHF | 94.92% | 94.92% |
18.11.2024 | 0.63% | 2.60 CHF | 2.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 64'514 CHF | 64'924 CHF | 100.00% | 100.00% |
15.11.2024 | 0.63% | 2.59 CHF | 2.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 65'052 CHF | 65'463 CHF | 100.00% | 100.00% |
14.11.2024 | 0.62% | 2.68 CHF | 2.69 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'334 CHF | 66'744 CHF | 99.44% | 99.44% |
13.11.2024 | 0.62% | 2.64 CHF | 2.65 CHF | 25'000 | 25'000 | 24'964 | 24'964 | 64'813 CHF | 65'216 CHF | 98.88% | 98.88% |
12.11.2024 | 0.61% | 2.72 CHF | 2.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 69'098 CHF | 69'521 CHF | 100.00% | 100.00% |
11.11.2024 | 0.61% | 2.81 CHF | 2.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 71'523 CHF | 71'961 CHF | 100.00% | 100.00% |
08.11.2024 | 0.58% | 2.79 CHF | 2.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 69'095 CHF | 69'499 CHF | 100.00% | 100.00% |
07.11.2024 | 0.60% | 2.74 CHF | 2.76 CHF | 25'000 | 25'000 | 24'741 | 24'741 | 69'204 CHF | 69'619 CHF | 99.06% | 99.06% |