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 | 3.99% | 0.25 CHF | 0.26 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 2'462 CHF | 2'562 CHF | 100.00% | 100.00% |
19.11.2024 | 3.60% | 0.26 CHF | 0.27 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 2'735 CHF | 2'835 CHF | 100.00% | 100.00% |
18.11.2024 | 3.72% | 0.26 CHF | 0.27 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 2'642 CHF | 2'742 CHF | 100.00% | 100.00% |
15.11.2024 | 3.71% | 0.26 CHF | 0.27 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 2'652 CHF | 2'752 CHF | 100.00% | 100.00% |
14.11.2024 | 4.08% | 0.28 CHF | 0.29 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 2'429 CHF | 2'530 CHF | 100.00% | 100.00% |
13.11.2024 | 4.15% | 0.33 CHF | 0.34 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 2'993 CHF | 3'120 CHF | 100.00% | 100.00% |
12.11.2024 | 3.47% | 0.32 CHF | 0.34 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 3'192 CHF | 3'304 CHF | 100.00% | 100.00% |
11.11.2024 | 4.68% | 0.28 CHF | 0.29 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 2'580 CHF | 2'704 CHF | 100.00% | 100.00% |
08.11.2024 | 3.21% | 0.29 CHF | 0.30 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 3'320 CHF | 3'428 CHF | 100.00% | 100.00% |
07.11.2024 | 4.07% | 0.26 CHF | 0.27 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 2'809 CHF | 2'926 CHF | 100.00% | 100.00% |