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 | 0.63% | 9.80 CHF | 9.86 CHF | 2'900 | 2'900 | 2'849 | 2'849 | 27'183 CHF | 27'354 CHF | 100.00% | 100.00% |
19.11.2024 | 0.56% | 9.34 CHF | 9.40 CHF | 3'000 | 3'000 | 3'074 | 3'074 | 29'438 CHF | 29'603 CHF | 100.00% | 100.00% |
18.11.2024 | 0.67% | 8.89 CHF | 8.95 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 26'599 CHF | 26'779 CHF | 100.00% | 100.00% |
15.11.2024 | 0.69% | 8.79 CHF | 8.85 CHF | 2'900 | 2'900 | 2'900 | 2'900 | 25'121 CHF | 25'295 CHF | 100.00% | 100.00% |
14.11.2024 | 0.65% | 8.99 CHF | 9.05 CHF | 2'800 | 2'800 | 2'813 | 2'813 | 26'020 CHF | 26'189 CHF | 100.00% | 100.00% |
13.11.2024 | 0.54% | 9.22 CHF | 9.27 CHF | 3'100 | 3'100 | 3'100 | 3'100 | 28'381 CHF | 28'536 CHF | 100.00% | 100.00% |
12.11.2024 | 0.57% | 8.90 CHF | 8.95 CHF | 3'600 | 3'600 | 3'600 | 3'600 | 31'221 CHF | 31'401 CHF | 99.85% | 99.85% |
11.11.2024 | 0.68% | 7.43 CHF | 7.48 CHF | 3'300 | 3'300 | 3'300 | 3'300 | 24'227 CHF | 24'392 CHF | 99.64% | 99.64% |
08.11.2024 | 0.56% | 7.76 CHF | 7.80 CHF | 3'800 | 3'800 | 3'799 | 3'799 | 28'719 CHF | 28'880 CHF | 98.70% | 98.70% |
07.11.2024 | 0.73% | 6.86 CHF | 6.91 CHF | 3'600 | 3'600 | 3'584 | 3'584 | 24'337 CHF | 24'516 CHF | 99.44% | 99.44% |