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 | 0.94% | 6.49 CHF | 6.55 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 95'003 CHF | 95'903 CHF | 99.45% | 99.45% |
19.11.2024 | 0.91% | 6.19 CHF | 6.25 CHF | 15'000 | 15'000 | 14'995 | 14'995 | 98'371 CHF | 99'271 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 6.80 CHF | 6.86 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 108'237 CHF | 109'137 CHF | 99.29% | 99.29% |
15.11.2024 | 0.79% | 7.55 CHF | 7.61 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 113'877 CHF | 114'777 CHF | 100.00% | 100.00% |
14.11.2024 | 0.74% | 8.11 CHF | 8.17 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 121'952 CHF | 122'852 CHF | 100.00% | 100.00% |
13.11.2024 | 0.77% | 7.85 CHF | 7.91 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 116'066 CHF | 116'966 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 7.78 CHF | 7.84 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 112'369 CHF | 113'269 CHF | 99.82% | 99.82% |
11.11.2024 | 0.86% | 7.08 CHF | 7.14 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 104'713 CHF | 105'613 CHF | 99.77% | 99.77% |
08.11.2024 | 0.90% | 6.88 CHF | 6.94 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 99'748 CHF | 100'648 CHF | 99.10% | 99.10% |
07.11.2024 | 0.97% | 6.15 CHF | 6.21 CHF | 15'000 | 15'000 | 14'994 | 14'994 | 92'573 CHF | 93'473 CHF | 99.96% | 99.96% |