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 | 2.41% | 2.07 CHF | 2.13 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 63'161 CHF | 53'916 CHF | 100.00% | 100.00% |
19.11.2024 | 2.52% | 2.11 CHF | 2.16 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 61'439 CHF | 52'504 CHF | 84.85% | 84.85% |
18.11.2024 | 2.56% | 2.13 CHF | 2.18 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 62'789 CHF | 53'682 CHF | 100.00% | 100.00% |
15.11.2024 | 2.63% | 2.19 CHF | 2.25 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 67'269 CHF | 57'549 CHF | 100.00% | 100.00% |
14.11.2024 | 2.34% | 2.49 CHF | 2.55 CHF | 30'000 | 25'000 | 29'991 | 25'000 | 71'329 CHF | 60'868 CHF | 99.44% | 99.44% |
13.11.2024 | 2.54% | 2.29 CHF | 2.35 CHF | 30'000 | 25'000 | 30'000 | 24'838 | 68'622 CHF | 58'276 CHF | 98.88% | 98.88% |
12.11.2024 | 2.50% | 2.39 CHF | 2.46 CHF | 30'000 | 20'000 | 29'324 | 20'000 | 72'017 CHF | 50'385 CHF | 100.00% | 100.00% |
11.11.2024 | 2.32% | 2.57 CHF | 2.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 64'849 CHF | 66'369 CHF | 100.00% | 100.00% |
08.11.2024 | 2.39% | 2.54 CHF | 2.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 64'367 CHF | 65'920 CHF | 99.51% | 99.51% |
07.11.2024 | 2.45% | 2.54 CHF | 2.60 CHF | 20'000 | 20'000 | 20'039 | 20'000 | 53'092 CHF | 54'310 CHF | 78.59% | 78.59% |