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 | 4.38% | 1.18 CHF | 1.24 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 11'635 CHF | 12'156 CHF | 100.00% | 100.00% |
19.11.2024 | 4.78% | 1.11 CHF | 1.16 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 10'668 CHF | 11'190 CHF | 100.00% | 100.00% |
18.11.2024 | 4.32% | 1.11 CHF | 1.16 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 11'042 CHF | 11'529 CHF | 100.00% | 100.00% |
15.11.2024 | 4.73% | 1.03 CHF | 1.09 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 11'636 CHF | 12'197 CHF | 100.00% | 100.00% |
14.11.2024 | 2.65% | 1.26 CHF | 1.30 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 11'337 CHF | 11'641 CHF | 100.00% | 100.00% |
13.11.2024 | 2.53% | 1.27 CHF | 1.31 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 12'045 CHF | 12'353 CHF | 100.00% | 100.00% |
12.11.2024 | 2.49% | 1.39 CHF | 1.43 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 11'997 CHF | 12'299 CHF | 100.00% | 100.00% |
11.11.2024 | 2.50% | 1.46 CHF | 1.50 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 11'636 CHF | 11'931 CHF | 100.00% | 100.00% |
08.11.2024 | 2.27% | 1.46 CHF | 1.49 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 12'906 CHF | 13'202 CHF | 100.00% | 100.00% |
07.11.2024 | 2.53% | 1.36 CHF | 1.39 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 11'852 CHF | 12'155 CHF | 100.00% | 100.00% |