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 | 0.67% | 2.05 CHF | 2.07 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 63'443 CHF | 53'225 CHF | 100.00% | 100.00% |
19.11.2024 | 0.76% | 2.08 CHF | 2.10 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 61'822 CHF | 51'913 CHF | 100.00% | 100.00% |
18.11.2024 | 0.74% | 2.14 CHF | 2.15 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 65'277 CHF | 54'804 CHF | 93.88% | 93.88% |
15.11.2024 | 0.67% | 2.25 CHF | 2.26 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 66'768 CHF | 56'012 CHF | 100.00% | 100.00% |
14.11.2024 | 0.72% | 2.06 CHF | 2.08 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 62'453 CHF | 52'418 CHF | 99.22% | 99.22% |
13.11.2024 | 0.78% | 2.03 CHF | 2.04 CHF | 30'000 | 25'000 | 30'000 | 24'942 | 60'805 CHF | 50'951 CHF | 99.36% | 99.36% |
12.11.2024 | 0.71% | 2.04 CHF | 2.05 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 65'726 CHF | 55'164 CHF | 100.00% | 100.00% |
11.11.2024 | 0.69% | 2.30 CHF | 2.32 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 68'743 CHF | 57'684 CHF | 100.00% | 100.00% |
08.11.2024 | 1.19% | 2.18 CHF | 2.21 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 26'904 CHF | 27'225 CHF | 86.95% | 86.95% |
07.11.2024 | 0.77% | 2.08 CHF | 2.09 CHF | 30'000 | 25'000 | 30'000 | 24'739 | 61'148 CHF | 50'849 CHF | 98.73% | 98.73% |