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 | 0.50% | 4.25 CHF | 4.26 CHF | 9'000 | 9'000 | 6'075 | 6'075 | 25'368 CHF | 25'481 CHF | 100.00% | 100.00% |
19.11.2024 | 0.50% | 4.15 CHF | 4.16 CHF | 11'000 | 11'000 | 6'981 | 6'981 | 27'161 CHF | 27'283 CHF | 99.97% | 99.97% |
18.11.2024 | 0.51% | 4.10 CHF | 4.11 CHF | 10'000 | 10'000 | 6'372 | 6'372 | 25'469 CHF | 25'587 CHF | 100.00% | 100.00% |
15.11.2024 | 0.51% | 4.07 CHF | 4.08 CHF | 11'000 | 11'000 | 7'330 | 7'330 | 28'346 CHF | 28'479 CHF | 72.10% | 72.10% |
14.11.2024 | 0.53% | 3.48 CHF | 3.49 CHF | 10'000 | 10'000 | 6'693 | 6'693 | 23'919 CHF | 24'038 CHF | 100.00% | 100.00% |
13.11.2024 | 0.63% | 4.09 CHF | 4.10 CHF | 9'000 | 9'000 | 6'026 | 6'026 | 25'747 CHF | 25'894 CHF | 99.66% | 99.66% |
12.11.2024 | 0.49% | 4.38 CHF | 4.39 CHF | 11'000 | 11'000 | 7'361 | 7'361 | 29'516 CHF | 29'646 CHF | 99.95% | 99.95% |
11.11.2024 | 0.59% | 3.69 CHF | 3.70 CHF | 13'000 | 13'000 | 8'694 | 8'694 | 28'841 CHF | 28'995 CHF | 99.82% | 99.82% |
08.11.2024 | 0.61% | 3.07 CHF | 3.08 CHF | 13'000 | 13'000 | 8'702 | 8'702 | 27'581 CHF | 27'735 CHF | 99.79% | 99.79% |
07.11.2024 | 0.52% | 3.26 CHF | 3.27 CHF | 10'000 | 10'000 | 6'693 | 6'693 | 24'218 CHF | 24'336 CHF | 99.98% | 99.98% |