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 | 0.58% | 8.45 CHF | 8.50 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 34'554 CHF | 34'755 CHF | 99.56% | 99.56% |
19.11.2024 | 0.62% | 8.42 CHF | 8.47 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 33'531 CHF | 33'739 CHF | 99.43% | 99.47% |
18.11.2024 | 0.59% | 8.72 CHF | 8.77 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 33'340 CHF | 33'536 CHF | 99.55% | 99.55% |
15.11.2024 | 0.62% | 8.06 CHF | 8.11 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 32'629 CHF | 32'831 CHF | 98.86% | 98.86% |
14.11.2024 | 0.61% | 8.39 CHF | 8.43 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 32'533 CHF | 32'733 CHF | 99.54% | 99.54% |
13.11.2024 | 0.66% | 7.63 CHF | 7.68 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 31'488 CHF | 31'697 CHF | 99.53% | 99.53% |
12.11.2024 | 0.68% | 8.10 CHF | 8.16 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 25'964 CHF | 26'140 CHF | 99.52% | 99.52% |
11.11.2024 | 0.61% | 9.36 CHF | 9.41 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 36'667 CHF | 36'893 CHF | 99.58% | 99.58% |
08.11.2024 | 0.63% | 8.94 CHF | 9.00 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 36'009 CHF | 36'235 CHF | 99.51% | 99.51% |
07.11.2024 | 0.65% | 9.08 CHF | 9.14 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 27'374 CHF | 27'552 CHF | 99.57% | 99.57% |