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 | 0.33% | 9.59 CHF | 9.62 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 29'455 CHF | 29'552 CHF | 100.00% | 100.00% |
19.11.2024 | 0.36% | 9.98 CHF | 10.02 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 28'699 CHF | 28'802 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 11.18 CHF | 11.22 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 33'469 CHF | 33'574 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 11.32 CHF | 11.35 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 34'712 CHF | 34'818 CHF | 100.00% | 100.00% |
14.11.2024 | 0.24% | 11.79 CHF | 11.82 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 34'196 CHF | 34'276 CHF | 99.99% | 99.99% |
13.11.2024 | 0.26% | 10.28 CHF | 10.31 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 31'262 CHF | 31'343 CHF | 100.00% | 100.00% |
12.11.2024 | 0.26% | 10.65 CHF | 10.68 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 33'268 CHF | 33'353 CHF | 100.00% | 100.00% |
11.11.2024 | 0.24% | 11.90 CHF | 11.93 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 34'238 CHF | 34'320 CHF | 100.00% | 100.00% |
08.11.2024 | 0.28% | 10.73 CHF | 10.76 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 22'188 CHF | 22'250 CHF | 100.00% | 100.00% |
07.11.2024 | 0.23% | 13.36 CHF | 13.39 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 26'730 CHF | 26'791 CHF | 100.00% | 100.00% |