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 | 3.11% | 0.34 CHF | 0.35 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 3'165 CHF | 3'265 CHF | 100.00% | 100.00% |
19.11.2024 | 2.85% | 0.34 CHF | 0.35 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 3'458 CHF | 3'558 CHF | 100.00% | 100.00% |
18.11.2024 | 2.95% | 0.34 CHF | 0.35 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 5'015 CHF | 5'165 CHF | 100.00% | 100.00% |
15.11.2024 | 3.01% | 0.33 CHF | 0.34 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 4'902 CHF | 5'052 CHF | 100.00% | 100.00% |
14.11.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 4'664 CHF | 4'814 CHF | 100.00% | 100.00% |
13.11.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 4'799 CHF | 4'949 CHF | 100.00% | 100.00% |
12.11.2024 | 3.05% | 0.32 CHF | 0.33 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 4'847 CHF | 4'997 CHF | 100.00% | 100.00% |
11.11.2024 | 3.21% | 0.32 CHF | 0.33 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 4'606 CHF | 4'756 CHF | 100.00% | 100.00% |
08.11.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 3'297 CHF | 3'397 CHF | 100.00% | 100.00% |
07.11.2024 | 2.99% | 0.34 CHF | 0.35 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 3'295 CHF | 3'395 CHF | 100.00% | 100.00% |