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 | 0.83% | 1.86 CHF | 1.88 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 57'782 CHF | 48'555 CHF | 100.00% | 100.00% |
19.11.2024 | 0.82% | 1.90 CHF | 1.91 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 56'183 CHF | 47'203 CHF | 100.00% | 100.00% |
18.11.2024 | 0.77% | 1.95 CHF | 1.97 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 59'667 CHF | 50'109 CHF | 93.88% | 93.88% |
15.11.2024 | 0.76% | 2.06 CHF | 2.08 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 61'128 CHF | 51'326 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 1.87 CHF | 1.89 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 56'812 CHF | 47'718 CHF | 99.22% | 99.22% |
13.11.2024 | 0.86% | 1.84 CHF | 1.85 CHF | 30'000 | 25'000 | 30'000 | 24'942 | 55'138 CHF | 46'237 CHF | 99.36% | 99.36% |
12.11.2024 | 0.79% | 1.85 CHF | 1.87 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 60'101 CHF | 50'480 CHF | 100.00% | 100.00% |
11.11.2024 | 0.66% | 2.11 CHF | 2.13 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 63'145 CHF | 52'972 CHF | 100.00% | 100.00% |
08.11.2024 | 1.32% | 1.99 CHF | 2.02 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 24'547 CHF | 24'872 CHF | 86.95% | 86.95% |
07.11.2024 | 0.84% | 1.89 CHF | 1.90 CHF | 30'000 | 25'000 | 30'000 | 24'739 | 55'485 CHF | 46'178 CHF | 98.73% | 98.73% |