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% | 2.23 CHF | 2.25 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 68'733 CHF | 57'673 CHF | 100.00% | 100.00% |
19.11.2024 | 0.65% | 2.26 CHF | 2.28 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 67'143 CHF | 56'319 CHF | 100.00% | 100.00% |
18.11.2024 | 0.70% | 2.31 CHF | 2.33 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 70'572 CHF | 59'223 CHF | 93.88% | 93.88% |
15.11.2024 | 0.62% | 2.43 CHF | 2.44 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 72'078 CHF | 60'440 CHF | 100.00% | 100.00% |
14.11.2024 | 0.75% | 2.24 CHF | 2.25 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 67'701 CHF | 56'844 CHF | 99.22% | 99.22% |
13.11.2024 | 0.66% | 2.20 CHF | 2.22 CHF | 30'000 | 25'000 | 30'000 | 24'942 | 66'106 CHF | 55'328 CHF | 99.36% | 99.36% |
12.11.2024 | 0.68% | 2.21 CHF | 2.23 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 71'017 CHF | 59'584 CHF | 100.00% | 100.00% |
11.11.2024 | 0.69% | 2.48 CHF | 2.49 CHF | 30'000 | 25'000 | 29'433 | 25'000 | 72'614 CHF | 62'121 CHF | 100.00% | 100.00% |
08.11.2024 | 1.08% | 2.36 CHF | 2.38 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 29'107 CHF | 29'422 CHF | 86.95% | 86.95% |
07.11.2024 | 0.72% | 2.25 CHF | 2.27 CHF | 30'000 | 25'000 | 30'000 | 24'739 | 66'430 CHF | 55'213 CHF | 98.73% | 98.73% |