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 | 2.39% | 3.23 CHF | 3.31 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 9'887 CHF | 10'127 CHF | 100.00% | 100.00% |
19.11.2024 | 2.15% | 3.42 CHF | 3.49 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 10'489 CHF | 10'717 CHF | 100.00% | 100.00% |
18.11.2024 | 2.28% | 3.35 CHF | 3.43 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 10'204 CHF | 10'440 CHF | 100.00% | 100.00% |
15.11.2024 | 2.15% | 3.27 CHF | 3.33 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 9'064 CHF | 9'261 CHF | 100.00% | 100.00% |
14.11.2024 | 1.57% | 2.98 CHF | 3.02 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 12'108 CHF | 12'300 CHF | 100.00% | 100.00% |
13.11.2024 | 1.64% | 2.78 CHF | 2.82 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 10'792 CHF | 10'971 CHF | 100.00% | 100.00% |
12.11.2024 | 1.63% | 2.54 CHF | 2.58 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 12'419 CHF | 12'623 CHF | 100.00% | 100.00% |
11.11.2024 | 1.72% | 2.32 CHF | 2.36 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 11'141 CHF | 11'334 CHF | 100.00% | 100.00% |
08.11.2024 | 1.53% | 2.27 CHF | 2.30 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 12'882 CHF | 13'080 CHF | 100.00% | 100.00% |
07.11.2024 | 1.15% | 1.95 CHF | 1.98 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 16'536 CHF | 16'726 CHF | 100.00% | 100.00% |