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 | 0.55% | 9.10 CHF | 9.15 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 78'895 CHF | 79'327 CHF | 100.00% | 100.00% |
19.11.2024 | 0.65% | 9.01 CHF | 9.07 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 60'463 CHF | 60'854 CHF | 100.00% | 100.00% |
18.11.2024 | 0.65% | 9.48 CHF | 9.54 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 66'267 CHF | 66'696 CHF | 100.00% | 100.00% |
15.11.2024 | 0.59% | 10.46 CHF | 10.52 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 65'498 CHF | 65'884 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 11.36 CHF | 11.42 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 78'250 CHF | 78'620 CHF | 100.00% | 100.00% |
13.11.2024 | 0.51% | 10.29 CHF | 10.34 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 69'928 CHF | 70'283 CHF | 100.00% | 100.00% |
12.11.2024 | 0.54% | 9.77 CHF | 9.83 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 67'862 CHF | 68'227 CHF | 100.00% | 100.00% |
11.11.2024 | 0.45% | 12.70 CHF | 12.75 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 74'925 CHF | 75'262 CHF | 100.00% | 100.00% |
08.11.2024 | 0.51% | 11.09 CHF | 11.15 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 66'729 CHF | 67'070 CHF | 100.00% | 100.00% |
07.11.2024 | 0.50% | 11.62 CHF | 11.68 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 69'272 CHF | 69'616 CHF | 100.00% | 100.00% |