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% | 0.49 CHF | 0.50 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 3'155 CHF | 3'232 CHF | 100.00% | 100.00% |
19.11.2024 | 2.84% | 0.47 CHF | 0.48 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 2'814 CHF | 2'895 CHF | 100.00% | 100.00% |
18.11.2024 | 2.89% | 0.48 CHF | 0.49 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 2'941 CHF | 3'027 CHF | 100.00% | 100.00% |
15.11.2024 | 3.02% | 0.49 CHF | 0.51 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 2'547 CHF | 2'625 CHF | 100.00% | 100.00% |
14.11.2024 | 2.76% | 0.57 CHF | 0.58 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 3'348 CHF | 3'442 CHF | 100.00% | 100.00% |
13.11.2024 | 2.74% | 0.54 CHF | 0.56 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 3'216 CHF | 3'306 CHF | 100.00% | 100.00% |
12.11.2024 | 2.75% | 0.53 CHF | 0.54 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 3'160 CHF | 3'248 CHF | 100.00% | 100.00% |
11.11.2024 | 2.38% | 0.55 CHF | 0.56 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 3'430 CHF | 3'512 CHF | 100.00% | 100.00% |
08.11.2024 | 2.79% | 0.52 CHF | 0.54 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 3'113 CHF | 3'201 CHF | 100.00% | 100.00% |
07.11.2024 | 2.34% | 0.51 CHF | 0.52 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 3'115 CHF | 3'189 CHF | 100.00% | 100.00% |