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 | 0.17% | 5.91 CHF | 5.92 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 89'458 CHF | 89'608 CHF | 95.72% | 95.72% |
19.11.2024 | 0.17% | 5.84 CHF | 5.85 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 89'466 CHF | 89'616 CHF | 99.28% | 99.28% |
18.11.2024 | 0.16% | 6.04 CHF | 6.05 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 92'569 CHF | 92'719 CHF | 68.15% | 68.15% |
15.11.2024 | 0.16% | 6.37 CHF | 6.38 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 95'841 CHF | 95'991 CHF | 98.62% | 98.62% |
14.11.2024 | 0.14% | 6.66 CHF | 6.67 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 105'932 CHF | 106'082 CHF | 84.71% | 84.71% |
13.11.2024 | 0.14% | 7.40 CHF | 7.41 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 110'208 CHF | 110'358 CHF | 99.38% | 99.38% |
12.11.2024 | 0.13% | 7.38 CHF | 7.39 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 113'691 CHF | 113'841 CHF | 82.98% | 82.98% |
11.11.2024 | 0.13% | 8.12 CHF | 8.13 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 119'299 CHF | 119'449 CHF | 96.49% | 96.49% |
08.11.2024 | 0.13% | 7.87 CHF | 7.88 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 112'354 CHF | 112'504 CHF | 91.92% | 91.92% |
07.11.2024 | 0.16% | 6.26 CHF | 6.27 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 95'691 CHF | 95'841 CHF | 69.22% | 69.22% |