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 | 1.47% | 1.54 CHF | 1.56 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 7'928 CHF | 8'045 CHF | 100.00% | 100.00% |
19.11.2024 | 1.80% | 1.35 CHF | 1.37 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 6'773 CHF | 6'896 CHF | 100.00% | 100.00% |
18.11.2024 | 1.86% | 1.38 CHF | 1.41 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 7'437 CHF | 7'576 CHF | 100.00% | 100.00% |
15.11.2024 | 1.59% | 1.60 CHF | 1.62 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 7'679 CHF | 7'802 CHF | 100.00% | 100.00% |
14.11.2024 | 1.32% | 1.46 CHF | 1.48 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 8'603 CHF | 8'717 CHF | 100.00% | 100.00% |
13.11.2024 | 1.53% | 1.22 CHF | 1.24 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 7'260 CHF | 7'372 CHF | 100.00% | 100.00% |
12.11.2024 | 1.53% | 1.21 CHF | 1.23 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 6'854 CHF | 6'960 CHF | 100.00% | 100.00% |
11.11.2024 | 1.40% | 1.48 CHF | 1.50 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 7'203 CHF | 7'304 CHF | 100.00% | 100.00% |
08.11.2024 | 1.53% | 1.36 CHF | 1.38 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 6'836 CHF | 6'941 CHF | 100.00% | 100.00% |
07.11.2024 | 1.31% | 1.44 CHF | 1.46 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 8'700 CHF | 8'815 CHF | 100.00% | 100.00% |