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 | 0.56% | 2.59 CHF | 2.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 64'283 CHF | 64'643 CHF | 100.00% | 100.00% |
19.11.2024 | 0.66% | 2.53 CHF | 2.54 CHF | 25'000 | 25'000 | 24'160 | 23'353 | 63'426 CHF | 61'846 CHF | 94.92% | 94.92% |
18.11.2024 | 0.56% | 2.82 CHF | 2.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 69'891 CHF | 70'285 CHF | 100.00% | 100.00% |
15.11.2024 | 0.55% | 2.80 CHF | 2.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 70'432 CHF | 70'821 CHF | 100.00% | 100.00% |
14.11.2024 | 0.54% | 2.89 CHF | 2.91 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 71'710 CHF | 72'101 CHF | 99.44% | 99.44% |
13.11.2024 | 0.58% | 2.85 CHF | 2.87 CHF | 25'000 | 25'000 | 24'964 | 24'964 | 70'176 CHF | 70'582 CHF | 98.88% | 98.88% |
12.11.2024 | 0.54% | 2.93 CHF | 2.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 74'472 CHF | 74'873 CHF | 100.00% | 100.00% |
11.11.2024 | 0.49% | 3.03 CHF | 3.04 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 76'911 CHF | 77'291 CHF | 100.00% | 100.00% |
08.11.2024 | 0.52% | 3.00 CHF | 3.02 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 74'480 CHF | 74'871 CHF | 100.00% | 100.00% |
07.11.2024 | 0.56% | 2.96 CHF | 2.97 CHF | 25'000 | 25'000 | 24'741 | 24'741 | 74'515 CHF | 74'931 CHF | 99.06% | 99.06% |