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 | 1.40% | 1.91 CHF | 1.94 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 7'795 CHF | 7'905 CHF | 100.00% | 100.00% |
19.11.2024 | 1.47% | 1.95 CHF | 1.98 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 7'748 CHF | 7'862 CHF | 100.00% | 100.00% |
18.11.2024 | 1.46% | 1.99 CHF | 2.02 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 5'853 CHF | 5'939 CHF | 100.00% | 100.00% |
15.11.2024 | 1.42% | 2.01 CHF | 2.04 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 6'106 CHF | 6'194 CHF | 100.00% | 100.00% |
14.11.2024 | 1.99% | 2.07 CHF | 2.10 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 6'225 CHF | 6'351 CHF | 100.00% | 100.00% |
13.11.2024 | 2.19% | 2.07 CHF | 2.11 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 6'271 CHF | 6'410 CHF | 100.00% | 100.00% |
12.11.2024 | 2.07% | 2.17 CHF | 2.22 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 6'652 CHF | 6'791 CHF | 100.00% | 100.00% |
11.11.2024 | 1.97% | 2.26 CHF | 2.31 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 6'892 CHF | 7'029 CHF | 100.00% | 100.00% |
08.11.2024 | 2.10% | 2.22 CHF | 2.26 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 6'868 CHF | 7'013 CHF | 100.00% | 100.00% |
07.11.2024 | 1.96% | 2.38 CHF | 2.43 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 7'273 CHF | 7'416 CHF | 100.00% | 100.00% |