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% | 2.14 CHF | 2.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'025 CHF | 55'398 CHF | 100.00% | 100.00% |
19.11.2024 | 0.70% | 2.17 CHF | 2.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 53'663 CHF | 54'040 CHF | 100.00% | 100.00% |
18.11.2024 | 0.67% | 2.22 CHF | 2.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 56'554 CHF | 56'933 CHF | 93.88% | 93.88% |
15.11.2024 | 0.72% | 2.33 CHF | 2.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'762 CHF | 58'179 CHF | 100.00% | 100.00% |
14.11.2024 | 0.73% | 2.15 CHF | 2.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'168 CHF | 54'563 CHF | 99.22% | 99.22% |
13.11.2024 | 0.69% | 2.11 CHF | 2.13 CHF | 25'000 | 25'000 | 24'942 | 24'942 | 52'694 CHF | 53'057 CHF | 99.36% | 99.36% |
12.11.2024 | 0.69% | 2.12 CHF | 2.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 56'914 CHF | 57'305 CHF | 100.00% | 100.00% |
11.11.2024 | 0.66% | 2.39 CHF | 2.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 59'434 CHF | 59'830 CHF | 100.00% | 100.00% |
08.11.2024 | 1.11% | 2.27 CHF | 2.29 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 27'975 CHF | 28'289 CHF | 86.95% | 86.95% |
07.11.2024 | 0.82% | 2.16 CHF | 2.18 CHF | 25'000 | 25'000 | 24'739 | 24'739 | 52'562 CHF | 52'986 CHF | 98.73% | 98.73% |