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 | 0.43% | 2.28 CHF | 2.29 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 68'995 CHF | 57'746 CHF | 100.00% | 100.00% |
19.11.2024 | 0.42% | 2.29 CHF | 2.30 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 70'524 CHF | 59'020 CHF | 100.00% | 100.00% |
18.11.2024 | 0.43% | 2.41 CHF | 2.42 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 68'897 CHF | 57'664 CHF | 100.00% | 100.00% |
15.11.2024 | 0.57% | 2.23 CHF | 2.24 CHF | 30'000 | 25'000 | 23'622 | 20'444 | 53'883 CHF | 46'907 CHF | 100.00% | 100.00% |
14.11.2024 | 0.43% | 2.40 CHF | 2.41 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 70'432 CHF | 58'943 CHF | 99.44% | 99.44% |
13.11.2024 | 0.47% | 2.49 CHF | 2.50 CHF | 30'000 | 25'000 | 29'205 | 24'280 | 65'559 CHF | 54'775 CHF | 98.42% | 98.42% |
12.11.2024 | 0.37% | 2.47 CHF | 2.49 CHF | 12'500 | 12'500 | 24'525 | 24'525 | 68'407 CHF | 68'657 CHF | 99.23% | 99.23% |
11.11.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 73'297 CHF | 73'547 CHF | 100.00% | 100.00% |
08.11.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 70'406 CHF | 70'656 CHF | 100.00% | 100.00% |
07.11.2024 | 0.37% | 2.83 CHF | 2.84 CHF | 25'000 | 25'000 | 24'740 | 24'221 | 70'535 CHF | 69'318 CHF | 99.06% | 99.06% |