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 | 0.44% | 9.95 CHF | 10.00 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 72'485 CHF | 72'802 CHF | 99.49% | 99.49% |
19.11.2024 | 0.48% | 9.43 CHF | 9.47 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 62'797 CHF | 63'100 CHF | 99.58% | 99.58% |
18.11.2024 | 0.47% | 9.18 CHF | 9.22 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 62'638 CHF | 62'930 CHF | 99.51% | 99.51% |
15.11.2024 | 0.52% | 8.60 CHF | 8.65 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 54'422 CHF | 54'708 CHF | 98.89% | 98.89% |
14.11.2024 | 0.44% | 9.83 CHF | 9.88 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 68'037 CHF | 68'337 CHF | 99.54% | 99.54% |
13.11.2024 | 0.48% | 9.54 CHF | 9.58 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 64'137 CHF | 64'444 CHF | 99.47% | 99.47% |
12.11.2024 | 0.44% | 10.19 CHF | 10.23 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 62'318 CHF | 62'594 CHF | 99.56% | 99.56% |
11.11.2024 | 0.42% | 10.45 CHF | 10.50 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 65'721 CHF | 65'996 CHF | 99.52% | 99.52% |
08.11.2024 | 0.43% | 10.54 CHF | 10.59 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 63'201 CHF | 63'470 CHF | 99.51% | 99.51% |
07.11.2024 | 0.37% | 10.14 CHF | 10.18 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 76'802 CHF | 77'090 CHF | 99.57% | 99.57% |