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 | 1.38% | 8.97 CHF | 9.09 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 27'500 CHF | 27'882 CHF | 100.00% | 100.00% |
19.11.2024 | 1.43% | 9.18 CHF | 9.31 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 27'620 CHF | 28'018 CHF | 100.00% | 100.00% |
18.11.2024 | 1.38% | 9.59 CHF | 9.72 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 28'735 CHF | 29'133 CHF | 100.00% | 100.00% |
15.11.2024 | 1.35% | 9.64 CHF | 9.78 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 29'560 CHF | 29'962 CHF | 100.00% | 100.00% |
14.11.2024 | 1.15% | 10.10 CHF | 10.20 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 29'749 CHF | 30'093 CHF | 100.00% | 100.00% |
13.11.2024 | 1.20% | 9.62 CHF | 9.74 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 29'086 CHF | 29'437 CHF | 100.00% | 100.00% |
12.11.2024 | 1.27% | 9.69 CHF | 9.82 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 19'936 CHF | 20'192 CHF | 100.00% | 100.00% |
11.11.2024 | 1.18% | 10.76 CHF | 10.88 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 31'643 CHF | 32'017 CHF | 100.00% | 100.00% |
08.11.2024 | 1.24% | 10.42 CHF | 10.55 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 20'987 CHF | 21'248 CHF | 100.00% | 100.00% |
07.11.2024 | 1.17% | 11.08 CHF | 11.21 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 22'294 CHF | 22'556 CHF | 100.00% | 100.00% |