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 | 1.05% | 6.74 CHF | 6.75 CHF | 1'950 | 1'950 | 1'335 | 1'335 | 9'313 CHF | 9'401 CHF | 100.00% | 100.00% |
19.11.2024 | 1.06% | 7.03 CHF | 7.04 CHF | 2'010 | 2'010 | 1'346 | 1'346 | 9'448 CHF | 9'536 CHF | 99.08% | 99.08% |
18.11.2024 | 1.07% | 6.98 CHF | 6.99 CHF | 2'000 | 2'000 | 1'330 | 1'330 | 9'248 CHF | 9'336 CHF | 100.00% | 100.00% |
15.11.2024 | 1.10% | 6.94 CHF | 6.95 CHF | 1'980 | 1'980 | 1'305 | 1'305 | 8'954 CHF | 9'041 CHF | 71.69% | 71.69% |
14.11.2024 | 1.08% | 6.65 CHF | 6.66 CHF | 1'940 | 1'940 | 1'313 | 1'313 | 8'959 CHF | 9'046 CHF | 100.00% | 100.00% |
13.11.2024 | 1.09% | 6.82 CHF | 6.83 CHF | 1'970 | 1'970 | 1'326 | 1'326 | 9'054 CHF | 9'142 CHF | 100.00% | 100.00% |
12.11.2024 | 1.12% | 6.76 CHF | 6.77 CHF | 1'970 | 1'970 | 1'312 | 1'312 | 8'768 CHF | 8'854 CHF | 100.00% | 100.00% |
11.11.2024 | 1.12% | 6.43 CHF | 6.44 CHF | 1'930 | 1'930 | 1'309 | 1'309 | 8'619 CHF | 8'706 CHF | 100.00% | 100.00% |
08.11.2024 | 1.18% | 6.49 CHF | 6.50 CHF | 1'960 | 1'960 | 1'308 | 1'308 | 8'373 CHF | 8'459 CHF | 100.00% | 100.00% |
07.11.2024 | 1.23% | 5.77 CHF | 5.78 CHF | 1'860 | 1'860 | 1'262 | 1'262 | 7'518 CHF | 7'602 CHF | 100.00% | 100.00% |