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 | 0.95% | 3.04 CHF | 3.07 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 44'995 CHF | 45'424 CHF | 100.00% | 100.00% |
19.11.2024 | 0.88% | 3.00 CHF | 3.03 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 44'914 CHF | 45'313 CHF | 100.00% | 100.00% |
18.11.2024 | 0.88% | 2.92 CHF | 2.95 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 43'812 CHF | 44'199 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 2.91 CHF | 2.94 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 43'111 CHF | 43'472 CHF | 100.00% | 100.00% |
14.11.2024 | 0.83% | 2.83 CHF | 2.85 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 43'014 CHF | 43'371 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 2.93 CHF | 2.95 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 43'690 CHF | 44'052 CHF | 100.00% | 100.00% |
12.11.2024 | 0.75% | 2.92 CHF | 2.94 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 43'028 CHF | 43'352 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 2.73 CHF | 2.76 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 41'593 CHF | 41'927 CHF | 100.00% | 100.00% |
08.11.2024 | 0.76% | 2.80 CHF | 2.82 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 41'809 CHF | 42'129 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 2.69 CHF | 2.71 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 40'236 CHF | 40'559 CHF | 100.00% | 100.00% |