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 | 0.26% | 3.75 CHF | 3.76 CHF | 9'000 | 9'000 | 8'518 | 8'518 | 32'496 CHF | 32'581 CHF | 100.00% | 100.00% |
19.11.2024 | 0.27% | 3.76 CHF | 3.77 CHF | 9'000 | 9'000 | 8'760 | 8'760 | 32'964 CHF | 33'051 CHF | 98.86% | 98.86% |
18.11.2024 | 0.26% | 3.84 CHF | 3.85 CHF | 8'500 | 8'500 | 8'539 | 8'539 | 32'672 CHF | 32'757 CHF | 100.00% | 100.00% |
15.11.2024 | 0.25% | 3.88 CHF | 3.89 CHF | 8'500 | 8'500 | 8'500 | 8'500 | 33'347 CHF | 33'432 CHF | 72.11% | 72.11% |
14.11.2024 | 0.26% | 3.94 CHF | 3.95 CHF | 8'500 | 8'500 | 8'515 | 8'515 | 33'001 CHF | 33'086 CHF | 100.00% | 100.00% |
13.11.2024 | 0.27% | 3.75 CHF | 3.76 CHF | 9'000 | 9'000 | 8'849 | 8'849 | 33'373 CHF | 33'462 CHF | 99.28% | 99.28% |
12.11.2024 | 0.26% | 3.83 CHF | 3.84 CHF | 8'500 | 8'500 | 8'420 | 8'420 | 33'234 CHF | 33'319 CHF | 100.00% | 100.00% |
11.11.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 8'500 | 8'500 | 8'420 | 8'420 | 33'215 CHF | 33'299 CHF | 100.00% | 100.00% |
08.11.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 9'000 | 9'000 | 8'899 | 8'899 | 34'008 CHF | 34'097 CHF | 100.00% | 100.00% |
07.11.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 9'000 | 9'000 | 8'847 | 8'847 | 34'263 CHF | 34'352 CHF | 100.00% | 100.00% |