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% | 2.93 CHF | 2.94 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 26'618 CHF | 26'720 CHF | 100.00% | 100.00% |
19.11.2024 | 0.42% | 2.83 CHF | 2.84 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 23'194 CHF | 23'291 CHF | 100.00% | 100.00% |
18.11.2024 | 0.39% | 2.99 CHF | 3.00 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 26'327 CHF | 26'430 CHF | 100.00% | 100.00% |
15.11.2024 | 0.38% | 2.89 CHF | 2.90 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 25'920 CHF | 26'017 CHF | 98.85% | 98.85% |
14.11.2024 | 0.43% | 2.72 CHF | 2.73 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 23'455 CHF | 23'555 CHF | 99.98% | 99.98% |
13.11.2024 | 0.40% | 2.72 CHF | 2.73 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 25'286 CHF | 25'387 CHF | 100.00% | 100.00% |
12.11.2024 | 0.46% | 2.72 CHF | 2.74 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 23'334 CHF | 23'440 CHF | 100.00% | 100.00% |
11.11.2024 | 0.41% | 3.31 CHF | 3.33 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 25'017 CHF | 25'121 CHF | 100.00% | 100.00% |
08.11.2024 | 0.47% | 3.60 CHF | 3.62 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 21'060 CHF | 21'160 CHF | 100.00% | 100.00% |
07.11.2024 | 0.32% | 5.51 CHF | 5.52 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 32'062 CHF | 32'165 CHF | 100.00% | 100.00% |