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 | 0.69% | 2.14 CHF | 2.16 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 63'695 CHF | 53'448 CHF | 100.00% | 100.00% |
19.11.2024 | 0.78% | 2.08 CHF | 2.10 CHF | 30'000 | 25'000 | 27'694 | 23'353 | 60'441 CHF | 51'385 CHF | 94.92% | 94.92% |
18.11.2024 | 0.62% | 2.37 CHF | 2.39 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 70'469 CHF | 59'088 CHF | 100.00% | 100.00% |
15.11.2024 | 0.68% | 2.36 CHF | 2.37 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 71'073 CHF | 59'630 CHF | 100.00% | 100.00% |
14.11.2024 | 0.66% | 2.44 CHF | 2.46 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 72'648 CHF | 60'941 CHF | 99.44% | 99.44% |
13.11.2024 | 0.67% | 2.40 CHF | 2.42 CHF | 30'000 | 25'000 | 30'000 | 24'964 | 70'901 CHF | 59'395 CHF | 98.88% | 98.88% |
12.11.2024 | 0.68% | 2.49 CHF | 2.50 CHF | 30'000 | 25'000 | 25'046 | 25'000 | 63'385 CHF | 63'701 CHF | 100.00% | 100.00% |
11.11.2024 | 0.61% | 2.58 CHF | 2.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 65'731 CHF | 66'135 CHF | 100.00% | 100.00% |
08.11.2024 | 0.63% | 2.55 CHF | 2.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 63'294 CHF | 63'696 CHF | 100.00% | 100.00% |
07.11.2024 | 0.69% | 2.51 CHF | 2.53 CHF | 25'000 | 25'000 | 24'741 | 24'741 | 63'438 CHF | 63'872 CHF | 99.06% | 99.06% |