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 | 0.74% | 2.03 CHF | 2.04 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 60'212 CHF | 50'551 CHF | 100.00% | 100.00% |
19.11.2024 | 0.83% | 1.96 CHF | 1.98 CHF | 30'000 | 25'000 | 27'694 | 23'353 | 57'227 CHF | 48'677 CHF | 94.92% | 94.92% |
18.11.2024 | 0.73% | 2.25 CHF | 2.27 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 66'942 CHF | 56'196 CHF | 100.00% | 100.00% |
15.11.2024 | 0.72% | 2.24 CHF | 2.26 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 67'585 CHF | 56'728 CHF | 100.00% | 100.00% |
14.11.2024 | 0.66% | 2.33 CHF | 2.34 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 69'160 CHF | 58'013 CHF | 99.44% | 99.44% |
13.11.2024 | 0.73% | 2.29 CHF | 2.30 CHF | 30'000 | 25'000 | 30'000 | 24'964 | 67'413 CHF | 56'509 CHF | 98.88% | 98.88% |
12.11.2024 | 0.66% | 2.37 CHF | 2.39 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 72'447 CHF | 60'771 CHF | 100.00% | 100.00% |
11.11.2024 | 0.70% | 2.46 CHF | 2.48 CHF | 30'000 | 25'000 | 26'008 | 25'000 | 65'286 CHF | 63'231 CHF | 100.00% | 100.00% |
08.11.2024 | 0.66% | 2.44 CHF | 2.45 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 72'474 CHF | 60'794 CHF | 100.00% | 100.00% |
07.11.2024 | 0.74% | 2.39 CHF | 2.41 CHF | 30'000 | 25'000 | 30'000 | 24'741 | 73'427 CHF | 61'008 CHF | 99.06% | 99.06% |