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 | 0.57% | 2.60 CHF | 2.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 64'500 CHF | 64'871 CHF | 100.00% | 100.00% |
19.11.2024 | 0.66% | 2.54 CHF | 2.55 CHF | 25'000 | 25'000 | 24'126 | 23'353 | 63'582 CHF | 62'080 CHF | 94.92% | 94.92% |
18.11.2024 | 0.56% | 2.83 CHF | 2.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 70'141 CHF | 70'535 CHF | 100.00% | 100.00% |
15.11.2024 | 0.55% | 2.81 CHF | 2.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 70'682 CHF | 71'071 CHF | 100.00% | 100.00% |
14.11.2024 | 0.54% | 2.90 CHF | 2.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 71'960 CHF | 72'351 CHF | 99.44% | 99.44% |
13.11.2024 | 0.58% | 2.86 CHF | 2.88 CHF | 25'000 | 25'000 | 24'964 | 24'964 | 70'426 CHF | 70'832 CHF | 98.88% | 98.88% |
12.11.2024 | 0.57% | 2.94 CHF | 2.96 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 74'722 CHF | 75'152 CHF | 100.00% | 100.00% |
11.11.2024 | 0.49% | 3.04 CHF | 3.05 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 77'161 CHF | 77'541 CHF | 100.00% | 100.00% |
08.11.2024 | 0.52% | 3.01 CHF | 3.03 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 74'730 CHF | 75'121 CHF | 100.00% | 100.00% |
07.11.2024 | 0.56% | 2.97 CHF | 2.98 CHF | 25'000 | 25'000 | 24'741 | 24'741 | 74'763 CHF | 75'178 CHF | 99.06% | 99.06% |