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 | 0.33% | 2.96 CHF | 2.97 CHF | 2'000 | 2'000 | 1'981 | 1'981 | 6'063 CHF | 6'082 CHF | 100.00% | 100.00% |
19.11.2024 | 0.34% | 3.01 CHF | 3.02 CHF | 2'000 | 2'000 | 1'981 | 1'981 | 5'860 CHF | 5'880 CHF | 98.97% | 98.97% |
18.11.2024 | 0.34% | 2.99 CHF | 3.00 CHF | 2'000 | 2'000 | 1'981 | 1'981 | 5'877 CHF | 5'897 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 3.00 CHF | 3.01 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 6'173 CHF | 6'193 CHF | 71.93% | 71.93% |
14.11.2024 | 0.32% | 3.25 CHF | 3.26 CHF | 2'000 | 2'000 | 1'981 | 1'981 | 6'210 CHF | 6'230 CHF | 100.00% | 100.00% |
13.11.2024 | 0.35% | 2.94 CHF | 2.95 CHF | 2'000 | 2'000 | 1'981 | 1'981 | 5'785 CHF | 5'805 CHF | 99.36% | 99.36% |
12.11.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 2'000 | 2'000 | 1'981 | 1'981 | 6'129 CHF | 6'149 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 3.35 CHF | 3.36 CHF | 2'000 | 2'000 | 1'968 | 1'968 | 6'653 CHF | 6'673 CHF | 100.00% | 100.00% |
08.11.2024 | 0.31% | 3.25 CHF | 3.26 CHF | 2'000 | 2'000 | 1'981 | 1'981 | 6'552 CHF | 6'572 CHF | 100.00% | 100.00% |
07.11.2024 | 0.28% | 3.48 CHF | 3.49 CHF | 2'000 | 2'000 | 1'981 | 1'981 | 7'047 CHF | 7'067 CHF | 100.00% | 100.00% |