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 | 0.55% | 2.51 CHF | 2.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 64'344 CHF | 64'701 CHF | 100.00% | 100.00% |
19.11.2024 | 0.63% | 2.54 CHF | 2.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 62'984 CHF | 63'381 CHF | 100.00% | 100.00% |
18.11.2024 | 0.57% | 2.60 CHF | 2.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 65'859 CHF | 66'233 CHF | 93.88% | 93.88% |
15.11.2024 | 0.56% | 2.71 CHF | 2.72 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 67'090 CHF | 67'463 CHF | 100.00% | 100.00% |
14.11.2024 | 0.56% | 2.52 CHF | 2.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 63'512 CHF | 63'868 CHF | 99.22% | 99.22% |
13.11.2024 | 0.63% | 2.49 CHF | 2.50 CHF | 25'000 | 25'000 | 24'942 | 24'942 | 61'972 CHF | 62'361 CHF | 99.36% | 99.36% |
12.11.2024 | 0.59% | 2.50 CHF | 2.51 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'214 CHF | 66'606 CHF | 100.00% | 100.00% |
11.11.2024 | 0.60% | 2.76 CHF | 2.78 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 68'722 CHF | 69'137 CHF | 100.00% | 100.00% |
08.11.2024 | 0.98% | 2.64 CHF | 2.67 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 32'624 CHF | 32'943 CHF | 86.95% | 86.95% |
07.11.2024 | 0.64% | 2.54 CHF | 2.55 CHF | 25'000 | 25'000 | 24'739 | 24'739 | 61'782 CHF | 62'174 CHF | 98.73% | 98.73% |