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 | 0.38% | 10.07 CHF | 10.11 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 41'307 CHF | 41'466 CHF | 100.00% | 100.00% |
19.11.2024 | 0.42% | 10.28 CHF | 10.32 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 40'486 CHF | 40'655 CHF | 100.00% | 100.00% |
18.11.2024 | 0.38% | 11.02 CHF | 11.06 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 42'461 CHF | 42'622 CHF | 100.00% | 100.00% |
15.11.2024 | 0.37% | 10.59 CHF | 10.63 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 52'265 CHF | 52'461 CHF | 100.00% | 100.00% |
14.11.2024 | 0.36% | 10.05 CHF | 10.08 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 49'564 CHF | 49'743 CHF | 100.00% | 100.00% |
13.11.2024 | 0.40% | 8.61 CHF | 8.65 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 43'662 CHF | 43'838 CHF | 100.00% | 100.00% |
12.11.2024 | 0.43% | 8.49 CHF | 8.53 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 38'083 CHF | 38'246 CHF | 100.00% | 100.00% |
11.11.2024 | 0.38% | 10.20 CHF | 10.24 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 51'819 CHF | 52'019 CHF | 100.00% | 100.00% |
08.11.2024 | 0.41% | 9.96 CHF | 10.01 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 42'341 CHF | 42'515 CHF | 100.00% | 100.00% |
07.11.2024 | 0.38% | 11.33 CHF | 11.37 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 45'182 CHF | 45'354 CHF | 100.00% | 100.00% |