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 | 0.84% | 1.92 CHF | 1.93 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 59'341 CHF | 49'867 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 1.95 CHF | 1.96 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 57'758 CHF | 48'519 CHF | 100.00% | 100.00% |
18.11.2024 | 0.75% | 2.00 CHF | 2.02 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 61'216 CHF | 51'398 CHF | 93.88% | 93.88% |
15.11.2024 | 0.74% | 2.11 CHF | 2.13 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 62'702 CHF | 52'640 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 1.93 CHF | 1.94 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 58'363 CHF | 49'044 CHF | 99.22% | 99.22% |
13.11.2024 | 0.84% | 1.89 CHF | 1.91 CHF | 30'000 | 25'000 | 30'000 | 24'942 | 56'738 CHF | 47'569 CHF | 99.36% | 99.36% |
12.11.2024 | 0.82% | 1.90 CHF | 1.92 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 61'635 CHF | 51'787 CHF | 100.00% | 100.00% |
11.11.2024 | 0.74% | 2.17 CHF | 2.18 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 64'692 CHF | 54'312 CHF | 100.00% | 100.00% |
08.11.2024 | 1.25% | 2.05 CHF | 2.07 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 25'213 CHF | 25'529 CHF | 86.95% | 86.95% |
07.11.2024 | 0.84% | 1.94 CHF | 1.96 CHF | 30'000 | 25'000 | 30'000 | 24'739 | 57'090 CHF | 47'510 CHF | 98.73% | 98.73% |