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 | 0.37% | 2.89 CHF | 2.90 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 22'510 CHF | 22'593 CHF | 100.00% | 100.00% |
19.11.2024 | 0.34% | 2.89 CHF | 2.90 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 23'332 CHF | 23'412 CHF | 100.00% | 100.00% |
18.11.2024 | 0.38% | 2.81 CHF | 2.82 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 19'890 CHF | 19'966 CHF | 100.00% | 100.00% |
15.11.2024 | 0.35% | 2.99 CHF | 3.00 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 23'126 CHF | 23'206 CHF | 100.00% | 100.00% |
14.11.2024 | 0.38% | 2.80 CHF | 2.81 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 22'417 CHF | 22'503 CHF | 100.00% | 100.00% |
13.11.2024 | 0.37% | 2.87 CHF | 2.88 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 22'630 CHF | 22'714 CHF | 100.00% | 100.00% |
12.11.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 24'209 CHF | 24'299 CHF | 100.00% | 100.00% |
11.11.2024 | 0.40% | 2.57 CHF | 2.58 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 20'597 CHF | 20'680 CHF | 100.00% | 100.00% |
08.11.2024 | 0.40% | 2.71 CHF | 2.72 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 21'795 CHF | 21'881 CHF | 100.00% | 100.00% |
07.11.2024 | 0.40% | 2.79 CHF | 2.80 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 21'695 CHF | 21'782 CHF | 100.00% | 100.00% |