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 | 2.10% | 7.55 CHF | 7.70 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 70'887 CHF | 36'194 CHF | 99.56% | 99.56% |
19.11.2024 | 2.16% | 6.90 CHF | 7.05 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 68'742 CHF | 35'121 CHF | 99.55% | 99.55% |
18.11.2024 | 2.16% | 6.97 CHF | 7.12 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 68'852 CHF | 35'176 CHF | 99.55% | 99.55% |
15.11.2024 | 2.25% | 6.79 CHF | 6.94 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 65'887 CHF | 33'694 CHF | 98.90% | 98.90% |
14.11.2024 | 2.20% | 6.32 CHF | 6.47 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 67'641 CHF | 34'570 CHF | 98.69% | 98.69% |
13.11.2024 | 1.51% | 6.90 CHF | 7.00 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 65'771 CHF | 66'771 CHF | 96.42% | 96.42% |
12.11.2024 | 0.87% | 6.26 CHF | 6.31 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 57'097 CHF | 57'597 CHF | 97.95% | 97.95% |
11.11.2024 | 1.30% | 3.85 CHF | 3.90 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 76'484 CHF | 38'742 CHF | 99.50% | 99.50% |
08.11.2024 | 1.21% | 4.11 CHF | 4.16 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 82'193 CHF | 41'596 CHF | 99.50% | 99.50% |
07.11.2024 | 1.30% | 3.90 CHF | 3.95 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 76'662 CHF | 38'831 CHF | 99.32% | 99.32% |