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 | 0.35% | 3.94 CHF | 3.95 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 25'471 CHF | 25'560 CHF | 100.00% | 100.00% |
19.11.2024 | 0.40% | 4.07 CHF | 4.08 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 24'264 CHF | 24'361 CHF | 100.00% | 100.00% |
18.11.2024 | 0.34% | 4.58 CHF | 4.60 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 27'224 CHF | 27'317 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 4.36 CHF | 4.38 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 26'482 CHF | 26'567 CHF | 100.00% | 100.00% |
14.11.2024 | 0.33% | 4.07 CHF | 4.08 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 27'184 CHF | 27'273 CHF | 100.00% | 100.00% |
13.11.2024 | 0.36% | 3.51 CHF | 3.52 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 25'194 CHF | 25'284 CHF | 100.00% | 100.00% |
12.11.2024 | 0.38% | 3.62 CHF | 3.64 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 23'860 CHF | 23'950 CHF | 100.00% | 100.00% |
11.11.2024 | 0.33% | 4.25 CHF | 4.27 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 29'282 CHF | 29'378 CHF | 100.00% | 100.00% |
08.11.2024 | 0.39% | 3.72 CHF | 3.73 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 22'949 CHF | 23'039 CHF | 100.00% | 100.00% |
07.11.2024 | 0.32% | 4.33 CHF | 4.35 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 29'414 CHF | 29'509 CHF | 100.00% | 100.00% |