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 | 0.69% | 2.14 CHF | 2.15 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 65'908 CHF | 55'305 CHF | 100.00% | 100.00% |
19.11.2024 | 0.77% | 2.17 CHF | 2.18 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 64'283 CHF | 53'984 CHF | 100.00% | 100.00% |
18.11.2024 | 0.69% | 2.22 CHF | 2.24 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 67'777 CHF | 56'870 CHF | 93.88% | 93.88% |
15.11.2024 | 0.67% | 2.33 CHF | 2.35 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 69'241 CHF | 58'090 CHF | 100.00% | 100.00% |
14.11.2024 | 0.69% | 2.14 CHF | 2.16 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 64'913 CHF | 54'468 CHF | 99.22% | 99.22% |
13.11.2024 | 0.80% | 2.11 CHF | 2.13 CHF | 30'000 | 25'000 | 30'000 | 24'942 | 63'238 CHF | 52'999 CHF | 99.36% | 99.36% |
12.11.2024 | 0.73% | 2.12 CHF | 2.14 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 68'205 CHF | 57'253 CHF | 100.00% | 100.00% |
11.11.2024 | 0.61% | 2.38 CHF | 2.40 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 71'254 CHF | 59'743 CHF | 100.00% | 100.00% |
08.11.2024 | 1.11% | 2.26 CHF | 2.29 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 27'937 CHF | 28'249 CHF | 86.95% | 86.95% |
07.11.2024 | 0.80% | 2.16 CHF | 2.18 CHF | 30'000 | 25'000 | 30'000 | 24'739 | 63'585 CHF | 52'890 CHF | 98.73% | 98.73% |