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 | 0.81% | 1.82 CHF | 1.83 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 56'308 CHF | 47'305 CHF | 100.00% | 100.00% |
19.11.2024 | 0.91% | 1.85 CHF | 1.86 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 54'683 CHF | 45'984 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 1.90 CHF | 1.92 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 58'167 CHF | 48'859 CHF | 93.88% | 93.88% |
15.11.2024 | 0.75% | 2.01 CHF | 2.03 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 59'641 CHF | 50'076 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 1.82 CHF | 1.84 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 55'312 CHF | 46'468 CHF | 99.22% | 99.22% |
13.11.2024 | 0.94% | 1.79 CHF | 1.81 CHF | 30'000 | 25'000 | 30'000 | 24'942 | 53'638 CHF | 45'017 CHF | 99.36% | 99.36% |
12.11.2024 | 0.85% | 1.80 CHF | 1.82 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 58'601 CHF | 49'253 CHF | 100.00% | 100.00% |
11.11.2024 | 0.72% | 2.06 CHF | 2.08 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 61'645 CHF | 51'743 CHF | 100.00% | 100.00% |
08.11.2024 | 1.29% | 1.94 CHF | 1.97 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 23'937 CHF | 24'249 CHF | 86.95% | 86.95% |
07.11.2024 | 0.94% | 1.84 CHF | 1.86 CHF | 30'000 | 25'000 | 30'605 | 24'739 | 54'981 CHF | 44'974 CHF | 98.73% | 98.73% |