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 | 0.63% | 8.06 CHF | 8.11 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 78'979 CHF | 79'479 CHF | 99.54% | 99.54% |
19.11.2024 | 0.63% | 7.82 CHF | 7.87 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 78'739 CHF | 79'239 CHF | 99.51% | 99.51% |
18.11.2024 | 0.67% | 7.36 CHF | 7.41 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 74'061 CHF | 74'561 CHF | 99.48% | 99.48% |
15.11.2024 | 0.69% | 7.26 CHF | 7.31 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 72'604 CHF | 73'104 CHF | 90.74% | 90.74% |
14.11.2024 | 1.28% | 7.51 CHF | 7.61 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 77'967 CHF | 39'483 CHF | 99.16% | 99.16% |
13.11.2024 | 0.62% | 8.36 CHF | 8.41 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 79'900 CHF | 80'400 CHF | 97.40% | 97.40% |
12.11.2024 | 0.68% | 7.58 CHF | 7.63 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 72'867 CHF | 73'367 CHF | 99.51% | 99.51% |
11.11.2024 | 0.69% | 7.11 CHF | 7.16 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 72'543 CHF | 73'043 CHF | 99.51% | 99.51% |
08.11.2024 | 0.67% | 7.55 CHF | 7.60 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 73'871 CHF | 74'371 CHF | 99.50% | 99.50% |
07.11.2024 | 0.76% | 6.62 CHF | 6.67 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 65'535 CHF | 66'035 CHF | 98.67% | 98.67% |