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 | 1.24% | 1.04 CHF | 1.05 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 16'597 CHF | 16'804 CHF | 100.00% | 100.00% |
19.11.2024 | 1.37% | 1.08 CHF | 1.10 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 16'086 CHF | 16'308 CHF | 100.00% | 100.00% |
18.11.2024 | 1.33% | 1.10 CHF | 1.12 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 16'466 CHF | 16'686 CHF | 100.00% | 100.00% |
15.11.2024 | 1.21% | 1.16 CHF | 1.17 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 17'591 CHF | 17'805 CHF | 100.00% | 100.00% |
14.11.2024 | 1.15% | 1.21 CHF | 1.23 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 17'731 CHF | 17'936 CHF | 100.00% | 100.00% |
13.11.2024 | 1.16% | 1.17 CHF | 1.19 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 16'836 CHF | 17'032 CHF | 100.00% | 100.00% |
12.11.2024 | 1.22% | 1.10 CHF | 1.12 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 18'029 CHF | 18'250 CHF | 100.00% | 100.00% |
11.11.2024 | 1.13% | 1.25 CHF | 1.27 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 18'978 CHF | 19'194 CHF | 100.00% | 100.00% |
08.11.2024 | 1.19% | 1.21 CHF | 1.22 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 18'039 CHF | 18'255 CHF | 100.00% | 100.00% |
07.11.2024 | 1.09% | 1.23 CHF | 1.24 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 18'081 CHF | 18'279 CHF | 100.00% | 100.00% |