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 | 3.71% | 8.30 CHF | 8.60 CHF | 250 | 250 | 250 | 250 | 2'012 CHF | 2'088 CHF | 100.00% | 100.00% |
19.11.2024 | 3.00% | 8.37 CHF | 8.63 CHF | 250 | 250 | 250 | 250 | 2'171 CHF | 2'237 CHF | 100.00% | 100.00% |
18.11.2024 | 3.22% | 7.08 CHF | 7.32 CHF | 250 | 250 | 250 | 250 | 1'883 CHF | 1'945 CHF | 100.00% | 100.00% |
15.11.2024 | 1.93% | 6.72 CHF | 6.85 CHF | 750 | 750 | 750 | 750 | 4'886 CHF | 4'981 CHF | 100.00% | 100.00% |
14.11.2024 | 2.24% | 6.21 CHF | 6.34 CHF | 750 | 750 | 750 | 750 | 4'892 CHF | 5'003 CHF | 99.06% | 99.08% |
13.11.2024 | 3.34% | 3.98 CHF | 4.10 CHF | 750 | 750 | 750 | 750 | 2'813 CHF | 2'909 CHF | 100.00% | 100.00% |
12.11.2024 | 3.04% | 3.57 CHF | 3.68 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 3'377 CHF | 3'481 CHF | 100.00% | 100.00% |
11.11.2024 | 3.57% | 2.90 CHF | 3.00 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 2'806 CHF | 2'908 CHF | 100.00% | 100.00% |
08.11.2024 | 2.55% | 2.88 CHF | 2.95 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 2'894 CHF | 2'968 CHF | 100.00% | 100.00% |
07.11.2024 | 4.20% | 2.04 CHF | 2.13 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 1'943 CHF | 2'026 CHF | 99.56% | 99.56% |