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 | 0.17% | 10.00 CHF | 10.05 CHF | 2'000 | 2'000 | 1'981 | 1'981 | 19'660 CHF | 19'694 CHF | 100.00% | 100.00% |
19.11.2024 | 0.39% | 9.98 CHF | 9.99 CHF | 2'000 | 2'000 | 1'981 | 1'981 | 19'849 CHF | 19'926 CHF | 98.96% | 98.96% |
18.11.2024 | 0.36% | 10.00 CHF | 10.05 CHF | 2'000 | 2'000 | 1'981 | 1'981 | 19'846 CHF | 19'917 CHF | 100.00% | 100.00% |
15.11.2024 | 0.14% | 9.99 CHF | 10.00 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 19'827 CHF | 19'855 CHF | 72.18% | 72.18% |
14.11.2024 | 0.10% | 9.75 CHF | 9.76 CHF | 2'000 | 2'000 | 1'981 | 1'981 | 19'562 CHF | 19'582 CHF | 100.00% | 100.00% |
13.11.2024 | 0.43% | 10.05 CHF | 10.10 CHF | 2'000 | 2'000 | 1'981 | 1'981 | 19'955 CHF | 20'040 CHF | 99.36% | 99.36% |
12.11.2024 | 0.10% | 10.00 CHF | 10.05 CHF | 2'000 | 2'000 | 1'981 | 1'981 | 19'657 CHF | 19'677 CHF | 100.00% | 100.00% |
11.11.2024 | 0.10% | 9.67 CHF | 9.68 CHF | 2'000 | 2'000 | 1'968 | 1'968 | 18'964 CHF | 18'983 CHF | 100.00% | 100.00% |
08.11.2024 | 0.10% | 9.78 CHF | 9.79 CHF | 2'000 | 2'000 | 1'981 | 1'981 | 19'258 CHF | 19'278 CHF | 100.00% | 100.00% |
07.11.2024 | 0.11% | 9.55 CHF | 9.56 CHF | 2'000 | 2'000 | 1'981 | 1'981 | 18'769 CHF | 18'789 CHF | 100.00% | 100.00% |