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 | 0.43% | 8.62 CHF | 8.66 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 69'043 CHF | 69'338 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 8.17 CHF | 8.21 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 65'348 CHF | 65'656 CHF | 100.00% | 100.00% |
18.11.2024 | 0.45% | 8.77 CHF | 8.81 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 69'845 CHF | 70'157 CHF | 100.00% | 100.00% |
15.11.2024 | 0.44% | 8.88 CHF | 8.92 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 63'365 CHF | 63'645 CHF | 100.00% | 100.00% |
14.11.2024 | 0.39% | 9.32 CHF | 9.36 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 71'446 CHF | 71'726 CHF | 100.00% | 100.00% |
13.11.2024 | 0.44% | 8.60 CHF | 8.64 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 66'383 CHF | 66'673 CHF | 100.00% | 100.00% |
12.11.2024 | 0.41% | 9.05 CHF | 9.09 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 66'159 CHF | 66'432 CHF | 100.00% | 100.00% |
11.11.2024 | 0.38% | 9.76 CHF | 9.80 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 67'898 CHF | 68'158 CHF | 100.00% | 100.00% |
08.11.2024 | 0.40% | 9.17 CHF | 9.20 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 64'442 CHF | 64'702 CHF | 100.00% | 100.00% |
07.11.2024 | 0.39% | 9.46 CHF | 9.50 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 75'505 CHF | 75'798 CHF | 100.00% | 100.00% |