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 | 1.89% | 3.65 CHF | 3.72 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 36'710 CHF | 37'410 CHF | 100.00% | 100.00% |
19.11.2024 | 1.93% | 3.64 CHF | 3.71 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 35'897 CHF | 36'597 CHF | 100.00% | 100.00% |
18.11.2024 | 1.93% | 3.61 CHF | 3.68 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 35'903 CHF | 36'603 CHF | 100.00% | 100.00% |
15.11.2024 | 1.93% | 3.62 CHF | 3.69 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 35'923 CHF | 36'623 CHF | 100.00% | 100.00% |
14.11.2024 | 1.99% | 3.54 CHF | 3.61 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 34'898 CHF | 35'598 CHF | 100.00% | 100.00% |
13.11.2024 | 2.02% | 3.43 CHF | 3.50 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 34'337 CHF | 35'037 CHF | 100.00% | 100.00% |
12.11.2024 | 2.00% | 3.46 CHF | 3.53 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 34'695 CHF | 35'395 CHF | 100.00% | 100.00% |
11.11.2024 | 1.90% | 3.57 CHF | 3.64 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 36'430 CHF | 37'130 CHF | 100.00% | 100.00% |
08.11.2024 | 2.02% | 3.52 CHF | 3.59 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 34'230 CHF | 34'930 CHF | 100.00% | 100.00% |
07.11.2024 | 1.93% | 3.64 CHF | 3.71 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 35'984 CHF | 36'684 CHF | 100.00% | 100.00% |