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 | 0.49% | 5.95 CHF | 5.98 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 122'728 CHF | 123'328 CHF | 99.49% | 99.49% |
19.11.2024 | 0.52% | 5.83 CHF | 5.86 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 58'000 CHF | 58'300 CHF | 97.55% | 97.55% |
18.11.2024 | 0.47% | 6.36 CHF | 6.39 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 126'100 CHF | 126'700 CHF | 99.40% | 99.40% |
15.11.2024 | 0.48% | 6.19 CHF | 6.22 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 123'442 CHF | 124'042 CHF | 98.85% | 98.85% |
14.11.2024 | 0.51% | 6.07 CHF | 6.10 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 117'761 CHF | 118'361 CHF | 99.50% | 99.50% |
13.11.2024 | 0.52% | 5.37 CHF | 5.40 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 114'937 CHF | 115'537 CHF | 95.89% | 95.89% |
12.11.2024 | 0.49% | 5.78 CHF | 5.81 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 61'319 CHF | 61'619 CHF | 99.57% | 99.57% |
11.11.2024 | 0.49% | 6.42 CHF | 6.45 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 121'887 CHF | 122'487 CHF | 94.72% | 94.72% |
08.11.2024 | 0.53% | 5.51 CHF | 5.54 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 56'650 CHF | 56'950 CHF | 91.96% | 91.96% |
07.11.2024 | 0.45% | 6.40 CHF | 6.43 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 66'164 CHF | 66'464 CHF | 99.53% | 99.53% |