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 | 0.60% | 2.50 CHF | 2.51 CHF | 25'000 | 25'000 | 28'369 | 25'000 | 70'295 CHF | 62'371 CHF | 100.00% | 100.00% |
19.11.2024 | 0.68% | 2.44 CHF | 2.45 CHF | 30'000 | 25'000 | 24'987 | 23'353 | 63'287 CHF | 59'745 CHF | 94.92% | 94.92% |
18.11.2024 | 0.58% | 2.73 CHF | 2.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 67'641 CHF | 68'035 CHF | 100.00% | 100.00% |
15.11.2024 | 0.57% | 2.71 CHF | 2.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 68'182 CHF | 68'571 CHF | 100.00% | 100.00% |
14.11.2024 | 0.56% | 2.80 CHF | 2.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 69'460 CHF | 69'851 CHF | 99.44% | 99.44% |
13.11.2024 | 0.60% | 2.76 CHF | 2.78 CHF | 25'000 | 25'000 | 24'964 | 24'964 | 67'929 CHF | 68'336 CHF | 98.88% | 98.88% |
12.11.2024 | 0.59% | 2.84 CHF | 2.86 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 72'222 CHF | 72'652 CHF | 100.00% | 100.00% |
11.11.2024 | 0.51% | 2.94 CHF | 2.96 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 74'692 CHF | 75'071 CHF | 100.00% | 100.00% |
08.11.2024 | 0.55% | 2.91 CHF | 2.93 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 72'249 CHF | 72'645 CHF | 100.00% | 100.00% |
07.11.2024 | 0.58% | 2.87 CHF | 2.88 CHF | 25'000 | 25'000 | 24'741 | 24'741 | 72'289 CHF | 72'704 CHF | 99.06% | 99.06% |