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 | 3.55% | 0.59 CHF | 0.61 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 2'856 CHF | 2'960 CHF | 100.00% | 100.00% |
19.11.2024 | 3.31% | 0.59 CHF | 0.61 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 3'588 CHF | 3'709 CHF | 100.00% | 100.00% |
18.11.2024 | 3.58% | 0.55 CHF | 0.57 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 3'322 CHF | 3'443 CHF | 100.00% | 100.00% |
15.11.2024 | 3.68% | 0.54 CHF | 0.56 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 3'312 CHF | 3'436 CHF | 100.00% | 100.00% |
14.11.2024 | 3.81% | 0.56 CHF | 0.59 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 2'897 CHF | 3'009 CHF | 100.00% | 100.00% |
13.11.2024 | 3.54% | 0.60 CHF | 0.62 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 3'016 CHF | 3'125 CHF | 100.00% | 100.00% |
12.11.2024 | 3.27% | 0.61 CHF | 0.63 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 3'645 CHF | 3'766 CHF | 100.00% | 100.00% |
11.11.2024 | 3.47% | 0.54 CHF | 0.56 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 3'109 CHF | 3'219 CHF | 100.00% | 100.00% |
08.11.2024 | 3.58% | 0.55 CHF | 0.57 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 3'432 CHF | 3'557 CHF | 100.00% | 100.00% |
07.11.2024 | 4.16% | 0.58 CHF | 0.61 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 2'893 CHF | 3'016 CHF | 100.00% | 100.00% |