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 | 0.44% | 9.02 CHF | 9.06 CHF | 3'630 | 3'630 | 3'599 | 3'599 | 32'678 CHF | 32'822 CHF | 100.00% | 100.00% |
19.11.2024 | 0.45% | 9.09 CHF | 9.13 CHF | 3'610 | 3'610 | 3'585 | 3'585 | 32'231 CHF | 32'374 CHF | 100.00% | 100.00% |
18.11.2024 | 0.45% | 9.13 CHF | 9.17 CHF | 3'550 | 3'550 | 3'527 | 3'527 | 31'965 CHF | 32'106 CHF | 100.00% | 100.00% |
15.11.2024 | 0.42% | 9.28 CHF | 9.32 CHF | 3'420 | 3'420 | 3'418 | 3'418 | 32'113 CHF | 32'250 CHF | 71.38% | 71.38% |
14.11.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13.11.2024 | 0.43% | 9.47 CHF | 9.51 CHF | 3'440 | 3'440 | 3'415 | 3'415 | 32'294 CHF | 32'431 CHF | 99.65% | 99.65% |
12.11.2024 | 0.41% | 9.68 CHF | 9.72 CHF | 3'340 | 3'340 | 3'302 | 3'302 | 32'343 CHF | 32'475 CHF | 100.00% | 100.00% |
11.11.2024 | 0.49% | 10.00 CHF | 10.05 CHF | 3'340 | 3'340 | 3'304 | 3'304 | 33'229 CHF | 33'392 CHF | 100.00% | 100.00% |
08.11.2024 | 0.46% | 9.96 CHF | 10.00 CHF | 3'330 | 3'330 | 3'300 | 3'300 | 33'054 CHF | 33'204 CHF | 100.00% | 100.00% |
07.11.2024 | 0.48% | 9.94 CHF | 9.98 CHF | 3'260 | 3'260 | 3'216 | 3'216 | 32'771 CHF | 32'927 CHF | 100.00% | 100.00% |