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 | 1.07% | 7.69 CHF | 7.77 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 79'432 CHF | 60'214 CHF | 100.00% | 100.00% |
19.11.2024 | 1.23% | 7.31 CHF | 7.40 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 72'482 CHF | 55'035 CHF | 85.49% | 85.49% |
18.11.2024 | 1.13% | 7.56 CHF | 7.64 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 74'904 CHF | 56'817 CHF | 100.00% | 100.00% |
15.11.2024 | 1.29% | 7.16 CHF | 7.25 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 67'399 CHF | 51'203 CHF | 100.00% | 100.00% |
14.11.2024 | 1.36% | 7.61 CHF | 7.70 CHF | 10'000 | 7'500 | 9'541 | 7'225 | 64'907 CHF | 49'791 CHF | 99.27% | 99.27% |
13.11.2024 | 1.08% | 7.64 CHF | 7.72 CHF | 10'000 | 7'500 | 9'999 | 7'443 | 76'188 CHF | 57'322 CHF | 99.40% | 99.40% |
12.11.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
11.11.2024 | 1.14% | 8.26 CHF | 8.35 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 83'473 CHF | 63'324 CHF | 100.00% | 100.00% |
08.11.2024 | 1.22% | 8.19 CHF | 8.29 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 81'563 CHF | 61'921 CHF | 100.00% | 100.00% |
07.11.2024 | 1.14% | 8.58 CHF | 8.68 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 87'561 CHF | 66'426 CHF | 90.34% | 90.34% |