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 | 0.57% | 6.96 CHF | 7.00 CHF | 16'000 | 16'000 | 16'000 | 16'000 | 111'193 CHF | 111'833 CHF | 100.00% | 100.00% |
19.11.2024 | 0.58% | 6.94 CHF | 6.98 CHF | 16'000 | 16'000 | 16'000 | 16'000 | 109'914 CHF | 110'554 CHF | 100.00% | 100.00% |
18.11.2024 | 0.60% | 6.66 CHF | 6.70 CHF | 16'000 | 16'000 | 16'000 | 16'000 | 105'858 CHF | 106'498 CHF | 100.00% | 100.00% |
15.11.2024 | 0.61% | 6.54 CHF | 6.58 CHF | 16'000 | 16'000 | 16'000 | 16'000 | 105'413 CHF | 106'053 CHF | 100.00% | 100.00% |
14.11.2024 | 0.58% | 6.92 CHF | 6.96 CHF | 16'000 | 16'000 | 16'000 | 16'000 | 109'609 CHF | 110'249 CHF | 100.00% | 100.00% |
13.11.2024 | 1.57% | 6.77 CHF | 6.81 CHF | 16'000 | 16'000 | 7'991 | 7'991 | 54'331 CHF | 55'015 CHF | 100.00% | 100.00% |
12.11.2024 | 0.55% | 7.12 CHF | 7.16 CHF | 16'000 | 16'000 | 16'000 | 16'000 | 115'367 CHF | 116'007 CHF | 100.00% | 100.00% |
11.11.2024 | 0.54% | 7.42 CHF | 7.46 CHF | 16'000 | 16'000 | 15'981 | 15'981 | 119'147 CHF | 119'786 CHF | 100.00% | 100.00% |
08.11.2024 | 0.55% | 7.16 CHF | 7.20 CHF | 16'000 | 16'000 | 16'000 | 16'000 | 115'355 CHF | 115'995 CHF | 99.18% | 99.18% |
07.11.2024 | 0.55% | 7.19 CHF | 7.23 CHF | 16'000 | 16'000 | 15'998 | 15'998 | 116'443 CHF | 117'083 CHF | 100.00% | 100.00% |