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 | 0.43% | 2.37 CHF | 2.38 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 69'629 CHF | 46'619 CHF | 100.00% | 100.00% |
19.11.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 71'186 CHF | 47'657 CHF | 100.00% | 100.00% |
18.11.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 71'141 CHF | 47'627 CHF | 100.00% | 100.00% |
15.11.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 69'539 CHF | 46'560 CHF | 100.00% | 100.00% |
14.11.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 68'708 CHF | 46'005 CHF | 99.44% | 99.44% |
13.11.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 30'000 | 20'000 | 30'000 | 19'804 | 71'971 CHF | 47'705 CHF | 98.88% | 98.88% |
12.11.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 69'461 CHF | 46'507 CHF | 100.00% | 100.00% |
11.11.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 65'171 CHF | 43'648 CHF | 100.00% | 100.00% |
08.11.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 66'421 CHF | 44'481 CHF | 100.00% | 100.00% |
07.11.2024 | 0.50% | 2.13 CHF | 2.14 CHF | 30'000 | 20'000 | 30'000 | 19'351 | 62'663 CHF | 40'599 CHF | 99.06% | 99.06% |