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 | 3.66% | 0.98 CHF | 1.01 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 3'005 CHF | 3'117 CHF | 100.00% | 100.00% |
19.11.2024 | 3.72% | 0.97 CHF | 1.01 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 2'860 CHF | 2'969 CHF | 100.00% | 100.00% |
18.11.2024 | 3.65% | 1.04 CHF | 1.07 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 3'113 CHF | 3'229 CHF | 100.00% | 100.00% |
15.11.2024 | 3.53% | 1.06 CHF | 1.10 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 3'130 CHF | 3'243 CHF | 100.00% | 100.00% |
14.11.2024 | 3.77% | 1.02 CHF | 1.06 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 2'993 CHF | 3'108 CHF | 100.00% | 100.00% |
13.11.2024 | 3.57% | 0.97 CHF | 1.00 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 2'889 CHF | 2'994 CHF | 100.00% | 100.00% |
12.11.2024 | 3.99% | 0.95 CHF | 0.99 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 2'862 CHF | 2'978 CHF | 100.00% | 100.00% |
11.11.2024 | 3.61% | 1.08 CHF | 1.12 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 3'396 CHF | 3'521 CHF | 100.00% | 100.00% |
08.11.2024 | 3.65% | 1.08 CHF | 1.12 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 3'102 CHF | 3'217 CHF | 100.00% | 100.00% |
07.11.2024 | 3.31% | 1.02 CHF | 1.05 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 3'076 CHF | 3'180 CHF | 100.00% | 100.00% |