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 | 0.40% | 8.22 CHF | 8.25 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 49'784 CHF | 49'981 CHF | 100.00% | 100.00% |
19.11.2024 | 0.40% | 8.25 CHF | 8.28 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 51'168 CHF | 51'373 CHF | 100.00% | 100.00% |
18.11.2024 | 0.39% | 8.79 CHF | 8.82 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 49'825 CHF | 50'019 CHF | 100.00% | 100.00% |
15.11.2024 | 0.41% | 8.03 CHF | 8.06 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 49'702 CHF | 49'903 CHF | 100.00% | 100.00% |
14.11.2024 | 0.34% | 8.80 CHF | 8.84 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 51'247 CHF | 51'422 CHF | 100.00% | 100.00% |
13.11.2024 | 0.35% | 9.23 CHF | 9.26 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 48'424 CHF | 48'595 CHF | 100.00% | 100.00% |
12.11.2024 | 0.32% | 9.15 CHF | 9.19 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 54'518 CHF | 54'695 CHF | 100.00% | 100.00% |
11.11.2024 | 0.29% | 11.74 CHF | 11.77 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 58'848 CHF | 59'021 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 11.26 CHF | 11.29 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 55'613 CHF | 55'782 CHF | 100.00% | 100.00% |
07.11.2024 | 0.29% | 11.18 CHF | 11.22 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 56'568 CHF | 56'733 CHF | 100.00% | 100.00% |