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 | 0.73% | 2.04 CHF | 2.05 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 60'601 CHF | 50'871 CHF | 100.00% | 100.00% |
19.11.2024 | 0.83% | 1.98 CHF | 1.99 CHF | 30'000 | 25'000 | 27'694 | 23'353 | 57'636 CHF | 49'024 CHF | 94.92% | 94.92% |
18.11.2024 | 0.69% | 2.27 CHF | 2.29 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 67'409 CHF | 56'563 CHF | 100.00% | 100.00% |
15.11.2024 | 0.69% | 2.26 CHF | 2.27 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 68'056 CHF | 57'105 CHF | 100.00% | 100.00% |
14.11.2024 | 0.67% | 2.34 CHF | 2.36 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 69'593 CHF | 58'383 CHF | 99.44% | 99.44% |
13.11.2024 | 0.70% | 2.30 CHF | 2.32 CHF | 30'000 | 25'000 | 30'000 | 24'964 | 67'866 CHF | 56'872 CHF | 98.88% | 98.88% |
12.11.2024 | 0.69% | 2.39 CHF | 2.40 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 72'900 CHF | 61'172 CHF | 100.00% | 100.00% |
11.11.2024 | 0.60% | 2.48 CHF | 2.50 CHF | 30'000 | 25'000 | 25'707 | 25'000 | 64'970 CHF | 63'594 CHF | 100.00% | 100.00% |
08.11.2024 | 0.65% | 2.45 CHF | 2.47 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 72'929 CHF | 61'172 CHF | 100.00% | 100.00% |
07.11.2024 | 0.66% | 2.41 CHF | 2.43 CHF | 30'000 | 25'000 | 29'926 | 24'741 | 73'727 CHF | 61'366 CHF | 99.06% | 99.06% |