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 | 0.24% | 8.91 CHF | 8.93 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 35'661 CHF | 35'749 CHF | 100.00% | 100.00% |
19.11.2024 | 0.25% | 8.68 CHF | 8.70 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 34'550 CHF | 34'636 CHF | 100.00% | 100.00% |
18.11.2024 | 0.25% | 8.54 CHF | 8.56 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 42'055 CHF | 42'159 CHF | 100.00% | 100.00% |
15.11.2024 | 0.25% | 8.16 CHF | 8.18 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 40'507 CHF | 40'607 CHF | 98.88% | 98.88% |
14.11.2024 | 0.27% | 7.73 CHF | 7.75 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 38'399 CHF | 38'502 CHF | 100.00% | 100.00% |
13.11.2024 | 0.26% | 7.82 CHF | 7.84 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 39'713 CHF | 39'816 CHF | 100.00% | 100.00% |
12.11.2024 | 0.28% | 7.67 CHF | 7.69 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 32'193 CHF | 32'282 CHF | 100.00% | 100.00% |
11.11.2024 | 0.27% | 8.61 CHF | 8.63 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 35'625 CHF | 35'721 CHF | 100.00% | 100.00% |
08.11.2024 | 0.29% | 9.29 CHF | 9.32 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 29'165 CHF | 29'250 CHF | 100.00% | 100.00% |
07.11.2024 | 0.23% | 11.66 CHF | 11.69 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 46'036 CHF | 46'142 CHF | 100.00% | 100.00% |