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 | 2.20% | 1.27 CHF | 1.30 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 4'955 CHF | 5'065 CHF | 100.00% | 100.00% |
19.11.2024 | 1.96% | 1.24 CHF | 1.26 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 5'012 CHF | 5'111 CHF | 100.00% | 100.00% |
18.11.2024 | 1.97% | 1.21 CHF | 1.23 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 4'962 CHF | 5'061 CHF | 100.00% | 100.00% |
15.11.2024 | 2.08% | 1.19 CHF | 1.22 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 4'681 CHF | 4'779 CHF | 100.00% | 100.00% |
14.11.2024 | 3.06% | 1.14 CHF | 1.16 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 4'513 CHF | 4'652 CHF | 100.00% | 100.00% |
13.11.2024 | 2.80% | 1.14 CHF | 1.17 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 5'588 CHF | 5'746 CHF | 100.00% | 100.00% |
12.11.2024 | 2.94% | 1.06 CHF | 1.09 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 5'149 CHF | 5'303 CHF | 100.00% | 100.00% |
11.11.2024 | 3.32% | 1.00 CHF | 1.03 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 4'881 CHF | 5'046 CHF | 100.00% | 100.00% |
08.11.2024 | 2.88% | 1.04 CHF | 1.07 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 5'983 CHF | 6'158 CHF | 100.00% | 100.00% |
07.11.2024 | 3.13% | 0.95 CHF | 0.97 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 4'603 CHF | 4'749 CHF | 100.00% | 100.00% |