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 | 0.78% | 8.59 CHF | 8.65 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 43'381 CHF | 43'721 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 8.65 CHF | 8.71 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 42'984 CHF | 43'307 CHF | 100.00% | 100.00% |
18.11.2024 | 0.76% | 8.63 CHF | 8.69 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 42'783 CHF | 43'110 CHF | 100.00% | 100.00% |
15.11.2024 | 0.76% | 8.60 CHF | 8.66 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 43'564 CHF | 43'897 CHF | 100.00% | 100.00% |
14.11.2024 | 0.74% | 8.84 CHF | 8.90 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 44'102 CHF | 44'430 CHF | 100.00% | 100.00% |
13.11.2024 | 0.75% | 8.79 CHF | 8.86 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 43'918 CHF | 44'248 CHF | 99.99% | 99.99% |
12.11.2024 | 0.72% | 8.81 CHF | 8.88 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 44'127 CHF | 44'445 CHF | 100.00% | 100.00% |
11.11.2024 | 0.76% | 8.78 CHF | 8.85 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 43'909 CHF | 44'246 CHF | 100.00% | 100.00% |
08.11.2024 | 0.77% | 8.65 CHF | 8.72 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 43'470 CHF | 43'804 CHF | 100.00% | 100.00% |
07.11.2024 | 0.73% | 8.64 CHF | 8.71 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 42'852 CHF | 43'165 CHF | 100.00% | 100.00% |