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 | 0.49% | 3.91 CHF | 3.93 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 28'046 CHF | 28'185 CHF | 100.00% | 100.00% |
19.11.2024 | 0.50% | 3.90 CHF | 3.92 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 26'415 CHF | 26'547 CHF | 100.00% | 100.00% |
18.11.2024 | 0.48% | 3.75 CHF | 3.76 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 25'063 CHF | 25'184 CHF | 100.00% | 100.00% |
15.11.2024 | 0.47% | 3.36 CHF | 3.37 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 26'790 CHF | 26'916 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 3.12 CHF | 3.13 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 26'603 CHF | 26'737 CHF | 100.00% | 100.00% |
13.11.2024 | 0.52% | 2.85 CHF | 2.87 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 26'036 CHF | 26'171 CHF | 100.00% | 100.00% |
12.11.2024 | 0.55% | 2.94 CHF | 2.96 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 24'183 CHF | 24'316 CHF | 100.00% | 100.00% |
11.11.2024 | 0.53% | 3.25 CHF | 3.27 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 23'420 CHF | 23'544 CHF | 100.00% | 100.00% |
08.11.2024 | 0.51% | 3.44 CHF | 3.46 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 23'682 CHF | 23'804 CHF | 100.00% | 100.00% |
07.11.2024 | 0.59% | 3.34 CHF | 3.36 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 23'349 CHF | 23'486 CHF | 100.00% | 100.00% |