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 | 0.27% | 8.06 CHF | 8.09 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 41'013 CHF | 41'123 CHF | 100.00% | 100.00% |
19.11.2024 | 0.27% | 8.11 CHF | 8.14 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 41'227 CHF | 41'339 CHF | 100.00% | 100.00% |
18.11.2024 | 0.26% | 8.61 CHF | 8.64 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 42'328 CHF | 42'437 CHF | 100.00% | 100.00% |
15.11.2024 | 0.26% | 8.30 CHF | 8.32 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 41'550 CHF | 41'657 CHF | 98.91% | 98.91% |
14.11.2024 | 0.25% | 8.02 CHF | 8.04 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 39'572 CHF | 39'671 CHF | 100.00% | 100.00% |
13.11.2024 | 0.27% | 7.16 CHF | 7.17 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 35'572 CHF | 35'669 CHF | 100.00% | 100.00% |
12.11.2024 | 0.28% | 7.01 CHF | 7.03 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 36'735 CHF | 36'837 CHF | 100.00% | 100.00% |
11.11.2024 | 0.27% | 7.57 CHF | 7.59 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 38'674 CHF | 38'777 CHF | 100.00% | 100.00% |
08.11.2024 | 0.28% | 7.58 CHF | 7.60 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 39'817 CHF | 39'927 CHF | 100.00% | 100.00% |
07.11.2024 | 0.25% | 8.48 CHF | 8.51 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 43'039 CHF | 43'147 CHF | 100.00% | 100.00% |