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 | 0.83% | 1.79 CHF | 1.80 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 53'101 CHF | 44'621 CHF | 100.00% | 100.00% |
19.11.2024 | 0.94% | 1.73 CHF | 1.74 CHF | 30'000 | 25'000 | 28'768 | 23'353 | 52'464 CHF | 43'186 CHF | 94.92% | 94.92% |
18.11.2024 | 0.78% | 2.02 CHF | 2.04 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 59'909 CHF | 50'313 CHF | 100.00% | 100.00% |
15.11.2024 | 0.77% | 2.01 CHF | 2.02 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 60'556 CHF | 50'855 CHF | 100.00% | 100.00% |
14.11.2024 | 0.71% | 2.09 CHF | 2.11 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 62'115 CHF | 52'133 CHF | 99.44% | 99.44% |
13.11.2024 | 0.79% | 2.05 CHF | 2.07 CHF | 30'000 | 25'000 | 30'000 | 24'964 | 60'366 CHF | 50'631 CHF | 98.88% | 98.88% |
12.11.2024 | 0.73% | 2.14 CHF | 2.15 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 65'425 CHF | 54'922 CHF | 100.00% | 100.00% |
11.11.2024 | 0.67% | 2.23 CHF | 2.25 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 68'354 CHF | 57'344 CHF | 100.00% | 100.00% |
08.11.2024 | 0.73% | 2.20 CHF | 2.22 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 65'429 CHF | 54'922 CHF | 100.00% | 100.00% |
07.11.2024 | 0.74% | 2.16 CHF | 2.18 CHF | 30'000 | 25'000 | 30'000 | 24'741 | 66'412 CHF | 55'181 CHF | 99.06% | 99.06% |