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 | 0.49% | 10.30 CHF | 10.35 CHF | 8'000 | 8'000 | 8'555 | 8'555 | 88'338 CHF | 88'766 CHF | 100.00% | 100.00% |
19.11.2024 | 0.36% | 10.10 CHF | 10.15 CHF | 9'000 | 9'000 | 8'914 | 8'914 | 88'604 CHF | 88'920 CHF | 98.89% | 98.89% |
18.11.2024 | 0.37% | 9.96 CHF | 9.99 CHF | 9'000 | 9'000 | 8'882 | 8'882 | 88'470 CHF | 88'801 CHF | 100.00% | 100.00% |
15.11.2024 | 0.45% | 10.05 CHF | 10.10 CHF | 9'000 | 9'000 | 8'129 | 8'129 | 89'502 CHF | 89'908 CHF | 71.60% | 71.60% |
14.11.2024 | 0.41% | 12.30 CHF | 12.35 CHF | 8'000 | 8'000 | 7'925 | 7'925 | 97'119 CHF | 97'515 CHF | 100.00% | 100.00% |
13.11.2024 | 0.42% | 12.30 CHF | 12.35 CHF | 8'000 | 8'000 | 7'924 | 7'924 | 95'583 CHF | 95'980 CHF | 98.49% | 98.49% |
12.11.2024 | 0.41% | 12.45 CHF | 12.50 CHF | 8'000 | 8'000 | 7'924 | 7'924 | 98'022 CHF | 98'419 CHF | 99.65% | 99.65% |
11.11.2024 | 0.41% | 12.15 CHF | 12.20 CHF | 8'000 | 8'000 | 7'925 | 7'925 | 96'777 CHF | 97'174 CHF | 100.00% | 100.00% |
08.11.2024 | 0.43% | 11.90 CHF | 11.95 CHF | 8'000 | 8'000 | 7'925 | 7'925 | 93'429 CHF | 93'826 CHF | 100.00% | 100.00% |
07.11.2024 | 0.43% | 11.85 CHF | 11.90 CHF | 8'000 | 8'000 | 7'925 | 7'925 | 92'106 CHF | 92'502 CHF | 100.00% | 100.00% |