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 | 1.52% | 1.29 CHF | 1.31 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 12'713 CHF | 12'907 CHF | 100.00% | 100.00% |
19.11.2024 | 1.61% | 1.24 CHF | 1.26 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 12'217 CHF | 12'416 CHF | 100.00% | 100.00% |
18.11.2024 | 1.56% | 1.26 CHF | 1.28 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 12'479 CHF | 12'676 CHF | 100.00% | 100.00% |
15.11.2024 | 1.51% | 1.29 CHF | 1.31 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 13'658 CHF | 13'866 CHF | 100.00% | 100.00% |
14.11.2024 | 1.23% | 1.39 CHF | 1.40 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 13'678 CHF | 13'847 CHF | 100.00% | 100.00% |
13.11.2024 | 1.17% | 1.46 CHF | 1.47 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 14'873 CHF | 15'047 CHF | 100.00% | 100.00% |
12.11.2024 | 1.16% | 1.56 CHF | 1.57 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 15'790 CHF | 15'975 CHF | 100.00% | 100.00% |
11.11.2024 | 1.11% | 1.66 CHF | 1.68 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 17'018 CHF | 17'209 CHF | 100.00% | 100.00% |
08.11.2024 | 1.16% | 1.69 CHF | 1.71 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 17'649 CHF | 17'854 CHF | 100.00% | 100.00% |
07.11.2024 | 1.28% | 1.90 CHF | 1.93 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 14'357 CHF | 14'541 CHF | 100.00% | 100.00% |