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 | 0.76% | 1.27 CHF | 1.28 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 13'197 CHF | 13'297 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 12'514 CHF | 12'614 CHF | 100.00% | 100.00% |
18.11.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 13'094 CHF | 13'194 CHF | 100.00% | 100.00% |
15.11.2024 | 0.77% | 1.22 CHF | 1.23 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 12'912 CHF | 13'012 CHF | 100.00% | 100.00% |
14.11.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 13'572 CHF | 13'672 CHF | 100.00% | 100.00% |
13.11.2024 | 0.74% | 1.31 CHF | 1.32 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 13'387 CHF | 13'487 CHF | 100.00% | 100.00% |
12.11.2024 | 0.68% | 1.41 CHF | 1.42 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 14'557 CHF | 14'657 CHF | 100.00% | 100.00% |
11.11.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 15'592 CHF | 15'692 CHF | 100.00% | 100.00% |
08.11.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 14'423 CHF | 14'523 CHF | 100.00% | 100.00% |
07.11.2024 | 0.69% | 1.40 CHF | 1.41 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 14'530 CHF | 14'630 CHF | 100.00% | 100.00% |