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 | 0.58% | 2.66 CHF | 2.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 67'974 CHF | 68'367 CHF | 100.00% | 100.00% |
19.11.2024 | 0.58% | 2.69 CHF | 2.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'632 CHF | 67'019 CHF | 100.00% | 100.00% |
18.11.2024 | 0.57% | 2.74 CHF | 2.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 69'524 CHF | 69'919 CHF | 93.88% | 93.88% |
15.11.2024 | 0.55% | 2.85 CHF | 2.87 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 70'726 CHF | 71'117 CHF | 100.00% | 100.00% |
14.11.2024 | 0.63% | 2.66 CHF | 2.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 67'118 CHF | 67'543 CHF | 99.22% | 99.22% |
13.11.2024 | 0.55% | 2.63 CHF | 2.65 CHF | 25'000 | 25'000 | 24'942 | 24'942 | 65'631 CHF | 65'989 CHF | 99.36% | 99.36% |
12.11.2024 | 0.61% | 2.64 CHF | 2.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 69'862 CHF | 70'287 CHF | 100.00% | 100.00% |
11.11.2024 | 0.52% | 2.91 CHF | 2.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 72'410 CHF | 72'786 CHF | 100.00% | 100.00% |
08.11.2024 | 0.94% | 2.79 CHF | 2.81 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 34'446 CHF | 34'772 CHF | 86.95% | 86.95% |
07.11.2024 | 0.65% | 2.68 CHF | 2.70 CHF | 25'000 | 25'000 | 25'231 | 24'739 | 66'595 CHF | 65'792 CHF | 98.73% | 98.73% |