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 | 0.46% | 8.71 CHF | 8.75 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 26'940 CHF | 27'064 CHF | 100.00% | 100.00% |
19.11.2024 | 0.54% | 8.20 CHF | 8.24 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 23'954 CHF | 24'084 CHF | 100.00% | 100.00% |
18.11.2024 | 0.51% | 8.79 CHF | 8.83 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 27'497 CHF | 27'637 CHF | 100.00% | 100.00% |
15.11.2024 | 0.50% | 9.50 CHF | 9.55 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 27'988 CHF | 28'127 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 9.38 CHF | 9.42 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 27'849 CHF | 27'986 CHF | 100.00% | 100.00% |
13.11.2024 | 0.52% | 9.22 CHF | 9.27 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 27'175 CHF | 27'316 CHF | 100.00% | 100.00% |
12.11.2024 | 0.52% | 9.29 CHF | 9.34 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 28'899 CHF | 29'051 CHF | 100.00% | 100.00% |
11.11.2024 | 0.48% | 10.47 CHF | 10.52 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 31'524 CHF | 31'677 CHF | 100.00% | 100.00% |
08.11.2024 | 0.51% | 10.42 CHF | 10.47 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 30'952 CHF | 31'109 CHF | 100.00% | 100.00% |
07.11.2024 | 0.47% | 10.85 CHF | 10.90 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 32'716 CHF | 32'870 CHF | 100.00% | 100.00% |