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 | 0.46% | 2.23 CHF | 2.24 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 65'493 CHF | 43'862 CHF | 100.00% | 100.00% |
19.11.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 67'118 CHF | 44'945 CHF | 100.00% | 100.00% |
18.11.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 67'005 CHF | 44'870 CHF | 100.00% | 100.00% |
15.11.2024 | 0.46% | 2.22 CHF | 2.23 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 65'442 CHF | 43'828 CHF | 100.00% | 100.00% |
14.11.2024 | 0.46% | 2.09 CHF | 2.10 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 64'576 CHF | 43'251 CHF | 99.44% | 99.44% |
13.11.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 30'000 | 20'000 | 30'000 | 19'804 | 67'844 CHF | 44'981 CHF | 98.88% | 98.88% |
12.11.2024 | 0.46% | 2.22 CHF | 2.23 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 65'338 CHF | 43'758 CHF | 100.00% | 100.00% |
11.11.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 61'071 CHF | 40'914 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 62'316 CHF | 41'744 CHF | 100.00% | 100.00% |
07.11.2024 | 0.53% | 1.99 CHF | 2.00 CHF | 30'000 | 20'000 | 30'000 | 19'351 | 58'544 CHF | 37'942 CHF | 99.06% | 99.06% |