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 | 0.61% | 2.47 CHF | 2.48 CHF | 30'000 | 25'000 | 29'736 | 25'000 | 72'803 CHF | 61'601 CHF | 100.00% | 100.00% |
19.11.2024 | 0.66% | 2.41 CHF | 2.42 CHF | 30'000 | 25'000 | 25'138 | 23'353 | 62'887 CHF | 59'005 CHF | 94.92% | 94.92% |
18.11.2024 | 0.59% | 2.70 CHF | 2.71 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'869 CHF | 67'264 CHF | 100.00% | 100.00% |
15.11.2024 | 0.59% | 2.68 CHF | 2.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 67'380 CHF | 67'776 CHF | 100.00% | 100.00% |
14.11.2024 | 0.57% | 2.77 CHF | 2.79 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 68'691 CHF | 69'084 CHF | 99.44% | 99.44% |
13.11.2024 | 0.62% | 2.73 CHF | 2.75 CHF | 25'000 | 25'000 | 24'964 | 24'964 | 67'130 CHF | 67'547 CHF | 98.88% | 98.88% |
12.11.2024 | 0.56% | 2.81 CHF | 2.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 71'422 CHF | 71'826 CHF | 100.00% | 100.00% |
11.11.2024 | 0.58% | 2.91 CHF | 2.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 73'844 CHF | 74'273 CHF | 100.00% | 100.00% |
08.11.2024 | 0.56% | 2.88 CHF | 2.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 71'446 CHF | 71'845 CHF | 100.00% | 100.00% |
07.11.2024 | 0.59% | 2.84 CHF | 2.85 CHF | 25'000 | 25'000 | 24'741 | 24'741 | 71'493 CHF | 71'910 CHF | 99.06% | 99.06% |