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 | 0.88% | 2.43 CHF | 2.52 CHF | 30'000 | 10'000 | 20'000 | 10'000 | 50'544 CHF | 25'494 CHF | 14.13% | 100.00% |
19.11.2024 | 0.92% | 2.43 CHF | 2.45 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 71'503 CHF | 24'054 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 2.41 CHF | 2.44 CHF | 30'000 | 10'000 | 29'295 | 8'897 | 71'384 CHF | 21'854 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 2.47 CHF | 2.50 CHF | 30'000 | 10'000 | 16'904 | 8'177 | 42'385 CHF | 20'686 CHF | 100.00% | 100.00% |
14.11.2024 | 0.89% | 2.44 CHF | 2.47 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 73'638 CHF | 24'765 CHF | 99.44% | 99.44% |
13.11.2024 | 0.91% | 2.52 CHF | 2.55 CHF | 20'000 | 10'000 | 27'723 | 9'937 | 67'394 CHF | 24'431 CHF | 98.88% | 98.88% |
12.11.2024 | 0.91% | 2.44 CHF | 2.46 CHF | 30'000 | 10'000 | 25'204 | 10'000 | 62'511 CHF | 25'069 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 2.57 CHF | 2.59 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 52'178 CHF | 26'305 CHF | 100.00% | 100.00% |
08.11.2024 | 0.87% | 2.52 CHF | 2.54 CHF | 20'000 | 10'000 | 20'021 | 10'000 | 50'516 CHF | 25'452 CHF | 100.00% | 100.00% |
07.11.2024 | 0.89% | 2.45 CHF | 2.47 CHF | 30'000 | 10'000 | 25'773 | 9'740 | 63'986 CHF | 24'473 CHF | 99.06% | 99.06% |