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 | 0.89% | 1.69 CHF | 1.70 CHF | 30'000 | 25'000 | 35'082 | 25'000 | 58'353 CHF | 42'051 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 1.62 CHF | 1.64 CHF | 40'000 | 25'000 | 30'467 | 23'353 | 52'222 CHF | 40'761 CHF | 94.92% | 94.92% |
18.11.2024 | 0.85% | 1.92 CHF | 1.93 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 56'805 CHF | 47'740 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 1.90 CHF | 1.92 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 57'456 CHF | 48'276 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 1.99 CHF | 2.00 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 58'989 CHF | 49'558 CHF | 99.44% | 99.44% |
13.11.2024 | 0.87% | 1.95 CHF | 1.97 CHF | 30'000 | 25'000 | 30'000 | 24'964 | 57'269 CHF | 48'075 CHF | 98.88% | 98.88% |
12.11.2024 | 0.82% | 2.03 CHF | 2.05 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 62'306 CHF | 52'348 CHF | 100.00% | 100.00% |
11.11.2024 | 0.71% | 2.13 CHF | 2.14 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 65'262 CHF | 54'773 CHF | 100.00% | 100.00% |
08.11.2024 | 0.77% | 2.10 CHF | 2.12 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 62'335 CHF | 52'345 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 2.06 CHF | 2.07 CHF | 30'000 | 25'000 | 30'000 | 24'741 | 63'318 CHF | 52'644 CHF | 99.06% | 99.06% |