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 | 0.82% | 1.65 CHF | 1.67 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 17'239 CHF | 17'381 CHF | 100.00% | 100.00% |
19.11.2024 | 0.98% | 1.55 CHF | 1.56 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 15'531 CHF | 15'685 CHF | 100.00% | 100.00% |
18.11.2024 | 0.91% | 1.62 CHF | 1.63 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 16'025 CHF | 16'171 CHF | 100.00% | 100.00% |
15.11.2024 | 1.05% | 1.51 CHF | 1.52 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 13'964 CHF | 14'111 CHF | 100.00% | 100.00% |
14.11.2024 | 0.96% | 1.63 CHF | 1.65 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 14'075 CHF | 14'210 CHF | 100.00% | 100.00% |
13.11.2024 | 0.72% | 1.65 CHF | 1.66 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 16'442 CHF | 16'561 CHF | 100.00% | 100.00% |
12.11.2024 | 0.92% | 1.43 CHF | 1.45 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 15'789 CHF | 15'935 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 1.82 CHF | 1.84 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 18'501 CHF | 18'648 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 1.80 CHF | 1.82 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 17'945 CHF | 18'095 CHF | 100.00% | 100.00% |
07.11.2024 | 0.77% | 1.91 CHF | 1.93 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 19'776 CHF | 19'929 CHF | 100.00% | 100.00% |