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 | 0.41% | 2.43 CHF | 2.44 CHF | 30'000 | 25'000 | 29'997 | 25'000 | 73'281 CHF | 61'323 CHF | 100.00% | 100.00% |
19.11.2024 | 0.40% | 2.43 CHF | 2.44 CHF | 30'000 | 25'000 | 26'388 | 25'000 | 65'733 CHF | 62'607 CHF | 100.00% | 100.00% |
18.11.2024 | 0.41% | 2.55 CHF | 2.56 CHF | 25'000 | 25'000 | 29'140 | 25'000 | 71'004 CHF | 61'249 CHF | 100.00% | 100.00% |
15.11.2024 | 0.54% | 2.38 CHF | 2.39 CHF | 30'000 | 25'000 | 23'622 | 20'444 | 57'290 CHF | 49'856 CHF | 100.00% | 100.00% |
14.11.2024 | 0.40% | 2.55 CHF | 2.56 CHF | 25'000 | 25'000 | 27'849 | 25'000 | 69'325 CHF | 62'539 CHF | 99.44% | 99.44% |
13.11.2024 | 0.44% | 2.64 CHF | 2.65 CHF | 25'000 | 25'000 | 28'186 | 24'280 | 67'154 CHF | 58'249 CHF | 98.42% | 98.42% |
12.11.2024 | 0.36% | 2.62 CHF | 2.64 CHF | 12'500 | 12'500 | 24'525 | 24'525 | 71'908 CHF | 72'158 CHF | 99.23% | 99.23% |
11.11.2024 | 0.32% | 3.07 CHF | 3.08 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 76'906 CHF | 77'156 CHF | 100.00% | 100.00% |
08.11.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 73'974 CHF | 74'224 CHF | 100.00% | 100.00% |
07.11.2024 | 0.35% | 2.97 CHF | 2.98 CHF | 25'000 | 25'000 | 24'740 | 24'221 | 74'066 CHF | 72'774 CHF | 99.06% | 99.06% |