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 | 0.29% | 3.47 CHF | 3.48 CHF | 9'000 | 9'000 | 8'518 | 8'518 | 30'111 CHF | 30'196 CHF | 100.00% | 100.00% |
19.11.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 9'000 | 9'000 | 8'760 | 8'760 | 30'511 CHF | 30'598 CHF | 98.87% | 98.87% |
18.11.2024 | 0.28% | 3.56 CHF | 3.57 CHF | 8'500 | 8'500 | 8'539 | 8'539 | 30'281 CHF | 30'366 CHF | 100.00% | 100.00% |
15.11.2024 | 0.27% | 3.60 CHF | 3.61 CHF | 8'500 | 8'500 | 8'500 | 8'500 | 30'953 CHF | 31'038 CHF | 71.66% | 71.66% |
14.11.2024 | 0.28% | 3.66 CHF | 3.67 CHF | 8'500 | 8'500 | 8'515 | 8'515 | 30'616 CHF | 30'702 CHF | 100.00% | 100.00% |
13.11.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 9'000 | 9'000 | 8'849 | 8'849 | 30'895 CHF | 30'984 CHF | 99.28% | 99.28% |
12.11.2024 | 0.28% | 3.55 CHF | 3.56 CHF | 8'500 | 8'500 | 8'420 | 8'420 | 30'877 CHF | 30'962 CHF | 100.00% | 100.00% |
11.11.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 8'500 | 8'500 | 8'420 | 8'420 | 30'857 CHF | 30'942 CHF | 100.00% | 100.00% |
08.11.2024 | 0.28% | 3.54 CHF | 3.55 CHF | 9'000 | 9'000 | 8'899 | 8'899 | 31'516 CHF | 31'605 CHF | 100.00% | 100.00% |
07.11.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 9'000 | 9'000 | 8'847 | 8'847 | 31'785 CHF | 31'874 CHF | 100.00% | 100.00% |