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 | 0.78% | 1.97 CHF | 1.98 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 60'834 CHF | 51'094 CHF | 100.00% | 100.00% |
19.11.2024 | 0.78% | 2.00 CHF | 2.01 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 59'217 CHF | 49'734 CHF | 100.00% | 100.00% |
18.11.2024 | 0.74% | 2.05 CHF | 2.07 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 62'677 CHF | 52'620 CHF | 93.88% | 93.88% |
15.11.2024 | 0.74% | 2.16 CHF | 2.18 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 64'156 CHF | 53'860 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 1.97 CHF | 1.99 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 59'841 CHF | 50'268 CHF | 99.22% | 99.22% |
13.11.2024 | 0.80% | 1.94 CHF | 1.96 CHF | 30'000 | 25'000 | 30'000 | 24'942 | 58'200 CHF | 48'779 CHF | 99.36% | 99.36% |
12.11.2024 | 0.81% | 1.95 CHF | 1.97 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 63'105 CHF | 53'013 CHF | 100.00% | 100.00% |
11.11.2024 | 0.69% | 2.22 CHF | 2.23 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 66'164 CHF | 55'519 CHF | 100.00% | 100.00% |
08.11.2024 | 1.25% | 2.10 CHF | 2.12 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 25'821 CHF | 26'147 CHF | 86.95% | 86.95% |
07.11.2024 | 0.82% | 1.99 CHF | 2.01 CHF | 30'000 | 25'000 | 30'000 | 24'739 | 58'560 CHF | 48'722 CHF | 98.73% | 98.73% |