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 | 0.68% | 2.04 CHF | 2.06 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 52'594 CHF | 52'951 CHF | 100.00% | 100.00% |
19.11.2024 | 0.71% | 2.07 CHF | 2.09 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'269 CHF | 51'632 CHF | 100.00% | 100.00% |
18.11.2024 | 0.71% | 2.13 CHF | 2.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'138 CHF | 54'524 CHF | 93.88% | 93.88% |
15.11.2024 | 0.66% | 2.24 CHF | 2.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'360 CHF | 55'726 CHF | 100.00% | 100.00% |
14.11.2024 | 0.71% | 2.05 CHF | 2.07 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'768 CHF | 52'136 CHF | 99.22% | 99.22% |
13.11.2024 | 0.80% | 2.02 CHF | 2.03 CHF | 25'000 | 25'000 | 24'942 | 24'942 | 50'269 CHF | 50'670 CHF | 99.36% | 99.36% |
12.11.2024 | 0.73% | 2.03 CHF | 2.04 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'513 CHF | 54'914 CHF | 100.00% | 100.00% |
11.11.2024 | 0.70% | 2.29 CHF | 2.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'019 CHF | 57'421 CHF | 100.00% | 100.00% |
08.11.2024 | 1.12% | 2.17 CHF | 2.20 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 26'772 CHF | 27'074 CHF | 86.95% | 86.95% |
07.11.2024 | 0.77% | 2.07 CHF | 2.08 CHF | 25'000 | 25'000 | 24'739 | 24'739 | 50'192 CHF | 50'576 CHF | 98.73% | 98.73% |