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 | 1.82% | 2.25 CHF | 2.29 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 23'179 CHF | 23'604 CHF | 100.00% | 100.00% |
19.11.2024 | 1.93% | 2.32 CHF | 2.37 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 20'983 CHF | 21'393 CHF | 100.00% | 100.00% |
18.11.2024 | 1.87% | 2.46 CHF | 2.51 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 22'129 CHF | 22'546 CHF | 100.00% | 100.00% |
15.11.2024 | 1.83% | 2.48 CHF | 2.53 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 20'445 CHF | 20'821 CHF | 100.00% | 100.00% |
14.11.2024 | 1.54% | 2.64 CHF | 2.68 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 23'210 CHF | 23'570 CHF | 100.00% | 100.00% |
13.11.2024 | 1.60% | 2.48 CHF | 2.52 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 22'525 CHF | 22'888 CHF | 100.00% | 100.00% |
12.11.2024 | 1.76% | 2.50 CHF | 2.55 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 20'801 CHF | 21'169 CHF | 100.00% | 100.00% |
11.11.2024 | 1.56% | 2.88 CHF | 2.93 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 22'471 CHF | 22'823 CHF | 100.00% | 100.00% |
08.11.2024 | 1.68% | 2.76 CHF | 2.81 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 22'321 CHF | 22'699 CHF | 100.00% | 100.00% |
07.11.2024 | 1.55% | 3.00 CHF | 3.05 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 21'189 CHF | 21'521 CHF | 100.00% | 100.00% |