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% | 1.81 CHF | 1.83 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 56'213 CHF | 47'224 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 1.84 CHF | 1.86 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 54'622 CHF | 45'882 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 1.90 CHF | 1.91 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 58'066 CHF | 48'774 CHF | 93.88% | 93.88% |
15.11.2024 | 0.73% | 2.01 CHF | 2.02 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 59'568 CHF | 50'002 CHF | 100.00% | 100.00% |
14.11.2024 | 0.74% | 1.82 CHF | 1.84 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 55'252 CHF | 46'386 CHF | 99.22% | 99.22% |
13.11.2024 | 0.97% | 1.79 CHF | 1.80 CHF | 30'000 | 25'000 | 30'000 | 24'942 | 53'561 CHF | 44'965 CHF | 99.36% | 99.36% |
12.11.2024 | 0.82% | 1.80 CHF | 1.81 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 58'516 CHF | 49'164 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 2.06 CHF | 2.08 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 61'523 CHF | 51'684 CHF | 100.00% | 100.00% |
08.11.2024 | 1.28% | 1.94 CHF | 1.97 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 23'904 CHF | 24'213 CHF | 86.95% | 86.95% |
07.11.2024 | 0.87% | 1.84 CHF | 1.85 CHF | 30'000 | 25'000 | 30'605 | 24'739 | 54'943 CHF | 44'911 CHF | 98.73% | 98.73% |