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 | 0.31% | 3.19 CHF | 3.20 CHF | 9'000 | 9'000 | 8'516 | 8'516 | 27'701 CHF | 27'786 CHF | 100.00% | 100.00% |
19.11.2024 | 0.32% | 3.19 CHF | 3.20 CHF | 9'000 | 9'000 | 8'754 | 8'754 | 28'024 CHF | 28'112 CHF | 98.87% | 98.87% |
18.11.2024 | 0.31% | 3.28 CHF | 3.29 CHF | 8'500 | 8'500 | 8'543 | 8'543 | 27'886 CHF | 27'972 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 8'500 | 8'500 | 8'500 | 8'500 | 28'573 CHF | 28'658 CHF | 71.84% | 71.84% |
14.11.2024 | 0.30% | 3.38 CHF | 3.39 CHF | 8'500 | 8'500 | 8'516 | 8'516 | 28'220 CHF | 28'305 CHF | 100.00% | 100.00% |
13.11.2024 | 0.31% | 3.19 CHF | 3.20 CHF | 9'000 | 9'000 | 8'846 | 8'846 | 28'389 CHF | 28'477 CHF | 99.28% | 99.28% |
12.11.2024 | 0.30% | 3.27 CHF | 3.28 CHF | 8'500 | 8'500 | 8'420 | 8'420 | 28'507 CHF | 28'591 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 8'500 | 8'500 | 8'421 | 8'421 | 28'485 CHF | 28'569 CHF | 100.00% | 100.00% |
08.11.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 9'000 | 9'000 | 8'902 | 8'902 | 29'018 CHF | 29'107 CHF | 100.00% | 100.00% |
07.11.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 9'000 | 9'000 | 8'847 | 8'847 | 29'308 CHF | 29'396 CHF | 100.00% | 100.00% |