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 | 2.82% | 0.34 CHF | 0.35 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 10'494 CHF | 10'794 CHF | 100.00% | 100.00% |
19.11.2024 | 2.85% | 0.35 CHF | 0.36 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 10'365 CHF | 10'665 CHF | 100.00% | 100.00% |
18.11.2024 | 2.63% | 0.37 CHF | 0.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'381 CHF | 9'631 CHF | 100.00% | 100.00% |
15.11.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'103 CHF | 10'353 CHF | 100.00% | 100.00% |
14.11.2024 | 2.61% | 0.40 CHF | 0.41 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 11'380 CHF | 11'680 CHF | 100.00% | 100.00% |
13.11.2024 | 2.69% | 0.36 CHF | 0.37 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 11'018 CHF | 11'318 CHF | 100.00% | 100.00% |
12.11.2024 | 2.57% | 0.36 CHF | 0.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'610 CHF | 9'860 CHF | 100.00% | 100.00% |
11.11.2024 | 2.19% | 0.43 CHF | 0.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'279 CHF | 11'529 CHF | 100.00% | 100.00% |
08.11.2024 | 2.16% | 0.44 CHF | 0.45 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 9'186 CHF | 9'386 CHF | 100.00% | 100.00% |
07.11.2024 | 1.75% | 0.55 CHF | 0.56 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 11'326 CHF | 11'526 CHF | 100.00% | 100.00% |