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 | 0.51% | 9.98 CHF | 10.03 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 40'702 CHF | 40'911 CHF | 100.00% | 100.00% |
19.11.2024 | 0.52% | 10.49 CHF | 10.55 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 41'472 CHF | 41'686 CHF | 100.00% | 100.00% |
18.11.2024 | 0.49% | 10.51 CHF | 10.56 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 41'523 CHF | 41'729 CHF | 100.00% | 100.00% |
15.11.2024 | 0.52% | 10.17 CHF | 10.22 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 40'775 CHF | 40'988 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 10.73 CHF | 10.78 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 40'844 CHF | 41'049 CHF | 100.00% | 100.00% |
13.11.2024 | 0.54% | 9.56 CHF | 9.61 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 37'396 CHF | 37'598 CHF | 100.00% | 100.00% |
12.11.2024 | 0.55% | 9.27 CHF | 9.32 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 38'321 CHF | 38'531 CHF | 100.00% | 100.00% |
11.11.2024 | 0.53% | 9.90 CHF | 9.95 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 40'660 CHF | 40'877 CHF | 100.00% | 100.00% |
08.11.2024 | 0.54% | 10.15 CHF | 10.21 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 41'453 CHF | 41'675 CHF | 100.00% | 100.00% |
07.11.2024 | 0.50% | 10.58 CHF | 10.63 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 43'382 CHF | 43'598 CHF | 100.00% | 100.00% |