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 | 0.50% | 2.07 CHF | 2.08 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 60'467 CHF | 40'512 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 2.04 CHF | 2.05 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 62'041 CHF | 41'560 CHF | 100.00% | 100.00% |
18.11.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 61'981 CHF | 41'521 CHF | 100.00% | 100.00% |
15.11.2024 | 0.50% | 2.05 CHF | 2.06 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 60'385 CHF | 40'457 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 1.93 CHF | 1.94 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 59'550 CHF | 39'900 CHF | 99.44% | 99.44% |
13.11.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 30'000 | 20'000 | 30'000 | 19'804 | 62'812 CHF | 41'659 CHF | 98.88% | 98.88% |
12.11.2024 | 0.50% | 2.06 CHF | 2.07 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 60'311 CHF | 40'407 CHF | 100.00% | 100.00% |
11.11.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 56'021 CHF | 37'547 CHF | 100.00% | 100.00% |
08.11.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 57'283 CHF | 38'388 CHF | 100.00% | 100.00% |
07.11.2024 | 0.57% | 1.82 CHF | 1.83 CHF | 30'000 | 20'000 | 30'000 | 19'351 | 53'524 CHF | 34'704 CHF | 99.06% | 99.06% |