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 | 0.67% | 3.41 CHF | 3.43 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 28'116 CHF | 28'304 CHF | 99.53% | 99.53% |
19.11.2024 | 0.63% | 3.57 CHF | 3.59 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 28'718 CHF | 28'899 CHF | 99.50% | 99.57% |
18.11.2024 | 0.66% | 3.42 CHF | 3.45 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 27'709 CHF | 27'892 CHF | 99.49% | 99.49% |
15.11.2024 | 0.65% | 3.51 CHF | 3.54 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 26'044 CHF | 26'213 CHF | 98.87% | 98.87% |
14.11.2024 | 0.60% | 3.85 CHF | 3.87 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 29'745 CHF | 29'925 CHF | 99.50% | 99.50% |
13.11.2024 | 0.60% | 3.85 CHF | 3.87 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 27'603 CHF | 27'770 CHF | 99.49% | 99.49% |
12.11.2024 | 0.62% | 3.93 CHF | 3.96 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 24'834 CHF | 24'988 CHF | 99.56% | 99.56% |
11.11.2024 | 0.54% | 4.41 CHF | 4.44 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 31'304 CHF | 31'475 CHF | 99.49% | 99.49% |
08.11.2024 | 0.60% | 4.17 CHF | 4.20 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 30'030 CHF | 30'211 CHF | 99.50% | 99.50% |
07.11.2024 | 0.61% | 4.42 CHF | 4.45 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 27'373 CHF | 27'541 CHF | 99.53% | 99.57% |