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 | 0.60% | 2.74 CHF | 2.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 69'924 CHF | 70'344 CHF | 100.00% | 100.00% |
19.11.2024 | 0.56% | 2.77 CHF | 2.78 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 68'598 CHF | 68'984 CHF | 100.00% | 100.00% |
18.11.2024 | 0.55% | 2.82 CHF | 2.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 71'473 CHF | 71'870 CHF | 93.88% | 93.88% |
15.11.2024 | 0.53% | 2.93 CHF | 2.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 72'706 CHF | 73'090 CHF | 100.00% | 100.00% |
14.11.2024 | 0.60% | 2.74 CHF | 2.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 69'094 CHF | 69'512 CHF | 99.22% | 99.22% |
13.11.2024 | 0.55% | 2.71 CHF | 2.73 CHF | 25'000 | 25'000 | 24'942 | 24'942 | 67'593 CHF | 67'964 CHF | 99.36% | 99.36% |
12.11.2024 | 0.57% | 2.72 CHF | 2.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 71'820 CHF | 72'230 CHF | 100.00% | 100.00% |
11.11.2024 | 0.47% | 2.98 CHF | 3.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 74'371 CHF | 74'722 CHF | 100.00% | 100.00% |
08.11.2024 | 0.91% | 2.86 CHF | 2.89 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 35'422 CHF | 35'747 CHF | 86.95% | 86.95% |
07.11.2024 | 0.57% | 2.76 CHF | 2.78 CHF | 25'000 | 25'000 | 24'739 | 24'739 | 67'352 CHF | 67'734 CHF | 98.73% | 98.73% |