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 | 0.46% | 2.17 CHF | 2.18 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 65'695 CHF | 54'996 CHF | 100.00% | 100.00% |
19.11.2024 | 0.45% | 2.18 CHF | 2.19 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 67'224 CHF | 56'270 CHF | 100.00% | 100.00% |
18.11.2024 | 0.46% | 2.30 CHF | 2.31 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 65'597 CHF | 54'914 CHF | 100.00% | 100.00% |
15.11.2024 | 0.62% | 2.13 CHF | 2.14 CHF | 30'000 | 25'000 | 23'622 | 20'444 | 51'308 CHF | 44'683 CHF | 100.00% | 100.00% |
14.11.2024 | 0.45% | 2.29 CHF | 2.30 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 67'155 CHF | 56'213 CHF | 99.44% | 99.44% |
13.11.2024 | 0.49% | 2.38 CHF | 2.39 CHF | 30'000 | 25'000 | 29'220 | 24'280 | 62'383 CHF | 52'105 CHF | 98.42% | 98.42% |
12.11.2024 | 0.39% | 2.37 CHF | 2.39 CHF | 12'500 | 12'500 | 24'529 | 24'525 | 65'763 CHF | 66'003 CHF | 99.23% | 99.23% |
11.11.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 70'606 CHF | 70'856 CHF | 100.00% | 100.00% |
08.11.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 67'675 CHF | 67'925 CHF | 100.00% | 100.00% |
07.11.2024 | 0.38% | 2.72 CHF | 2.73 CHF | 25'000 | 25'000 | 24'740 | 24'221 | 67'832 CHF | 66'671 CHF | 99.06% | 99.06% |