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 | 1.02% | 1.00 CHF | 1.01 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 14'591 CHF | 14'741 CHF | 100.00% | 100.00% |
19.11.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 14'547 CHF | 14'697 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 14'885 CHF | 15'035 CHF | 100.00% | 100.00% |
15.11.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 15'391 CHF | 15'541 CHF | 100.00% | 100.00% |
14.11.2024 | 0.98% | 0.99 CHF | 1.01 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 15'254 CHF | 15'405 CHF | 100.00% | 100.00% |
13.11.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 15'418 CHF | 15'568 CHF | 100.00% | 100.00% |
12.11.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 19'350 CHF | 19'550 CHF | 100.00% | 100.00% |
11.11.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 18'224 CHF | 18'424 CHF | 100.00% | 100.00% |
08.11.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 18'157 CHF | 18'357 CHF | 100.00% | 100.00% |
07.11.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 17'804 CHF | 18'004 CHF | 100.00% | 100.00% |