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 | 0.74% | 2.00 CHF | 2.02 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 19'478 CHF | 19'624 CHF | 100.00% | 100.00% |
19.11.2024 | 0.69% | 1.91 CHF | 1.92 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 19'547 CHF | 19'682 CHF | 100.00% | 100.00% |
18.11.2024 | 0.71% | 1.82 CHF | 1.83 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 18'126 CHF | 18'256 CHF | 100.00% | 100.00% |
15.11.2024 | 0.78% | 1.80 CHF | 1.81 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 17'724 CHF | 17'863 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 1.84 CHF | 1.85 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 18'906 CHF | 19'065 CHF | 100.00% | 100.00% |
13.11.2024 | 0.75% | 1.89 CHF | 1.90 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 18'717 CHF | 18'859 CHF | 100.00% | 100.00% |
12.11.2024 | 0.69% | 1.82 CHF | 1.83 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 17'748 CHF | 17'870 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 1.52 CHF | 1.53 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 15'030 CHF | 15'156 CHF | 100.00% | 100.00% |
08.11.2024 | 0.73% | 1.59 CHF | 1.60 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 15'479 CHF | 15'593 CHF | 100.00% | 100.00% |
07.11.2024 | 0.83% | 1.41 CHF | 1.42 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 13'918 CHF | 14'033 CHF | 100.00% | 100.00% |