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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.11.2024 | 1.04% | 4.16 CHF | 4.20 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 8'357 CHF | 8'444 CHF | 100.00% | 100.00% |
22.11.2024 | 1.07% | 4.19 CHF | 4.23 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 8'364 CHF | 8'454 CHF | 100.00% | 100.00% |
20.11.2024 | 1.01% | 4.15 CHF | 4.19 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 8'004 CHF | 8'085 CHF | 100.00% | 100.00% |
19.11.2024 | 0.97% | 3.96 CHF | 4.00 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 12'175 CHF | 12'294 CHF | 100.00% | 100.00% |
18.11.2024 | 0.96% | 3.85 CHF | 3.88 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 11'283 CHF | 11'392 CHF | 100.00% | 100.00% |
15.11.2024 | 1.02% | 3.55 CHF | 3.59 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 10'545 CHF | 10'653 CHF | 100.00% | 100.00% |
14.11.2024 | 1.25% | 3.50 CHF | 3.54 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 7'524 CHF | 7'618 CHF | 100.00% | 100.00% |
13.11.2024 | 1.26% | 3.94 CHF | 3.99 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 7'779 CHF | 7'878 CHF | 100.00% | 100.00% |
12.11.2024 | 1.11% | 3.93 CHF | 3.97 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 11'301 CHF | 11'427 CHF | 100.00% | 100.00% |
11.11.2024 | 1.23% | 3.41 CHF | 3.45 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 9'704 CHF | 9'824 CHF | 100.00% | 100.00% |