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 | 0.25% | 4.03 CHF | 4.04 CHF | 9'000 | 9'000 | 8'513 | 8'513 | 34'890 CHF | 34'975 CHF | 100.00% | 100.00% |
19.11.2024 | 0.25% | 4.04 CHF | 4.05 CHF | 9'000 | 9'000 | 8'752 | 8'752 | 35'403 CHF | 35'491 CHF | 98.86% | 98.86% |
18.11.2024 | 0.25% | 4.12 CHF | 4.13 CHF | 8'500 | 8'500 | 8'540 | 8'540 | 35'099 CHF | 35'184 CHF | 100.00% | 100.00% |
15.11.2024 | 0.24% | 4.16 CHF | 4.17 CHF | 8'500 | 8'500 | 8'500 | 8'500 | 35'747 CHF | 35'832 CHF | 72.05% | 72.05% |
14.11.2024 | 0.24% | 4.22 CHF | 4.23 CHF | 8'500 | 8'500 | 8'515 | 8'515 | 35'401 CHF | 35'487 CHF | 100.00% | 100.00% |
13.11.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 9'000 | 9'000 | 8'849 | 8'849 | 35'870 CHF | 35'959 CHF | 99.29% | 99.29% |
12.11.2024 | 0.24% | 4.11 CHF | 4.12 CHF | 8'500 | 8'500 | 8'420 | 8'420 | 35'614 CHF | 35'698 CHF | 100.00% | 100.00% |
11.11.2024 | 0.24% | 4.17 CHF | 4.18 CHF | 8'500 | 8'500 | 8'420 | 8'420 | 35'591 CHF | 35'675 CHF | 100.00% | 100.00% |
08.11.2024 | 0.25% | 4.10 CHF | 4.11 CHF | 9'000 | 9'000 | 8'896 | 8'896 | 36'506 CHF | 36'595 CHF | 100.00% | 100.00% |
07.11.2024 | 0.24% | 4.16 CHF | 4.17 CHF | 9'000 | 9'000 | 8'846 | 8'846 | 36'751 CHF | 36'839 CHF | 100.00% | 100.00% |