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% | 5.73 CHF | 5.79 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 83'625 CHF | 84'525 CHF | 99.47% | 99.47% |
19.11.2024 | 1.03% | 5.44 CHF | 5.50 CHF | 15'000 | 15'000 | 14'995 | 14'995 | 87'033 CHF | 87'933 CHF | 100.00% | 100.00% |
18.11.2024 | 0.93% | 6.04 CHF | 6.10 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 96'839 CHF | 97'739 CHF | 99.30% | 99.30% |
15.11.2024 | 0.87% | 6.79 CHF | 6.85 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 102'462 CHF | 103'362 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 7.35 CHF | 7.41 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 110'524 CHF | 111'424 CHF | 100.00% | 100.00% |
13.11.2024 | 0.86% | 7.10 CHF | 7.16 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 104'719 CHF | 105'619 CHF | 100.00% | 100.00% |
12.11.2024 | 0.89% | 7.02 CHF | 7.08 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 101'038 CHF | 101'938 CHF | 99.82% | 99.82% |
11.11.2024 | 0.96% | 6.33 CHF | 6.39 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 93'416 CHF | 94'316 CHF | 99.78% | 99.78% |
08.11.2024 | 1.01% | 6.14 CHF | 6.20 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 88'542 CHF | 89'442 CHF | 99.11% | 99.11% |
07.11.2024 | 1.10% | 5.40 CHF | 5.46 CHF | 15'000 | 15'000 | 14'994 | 14'994 | 81'334 CHF | 82'234 CHF | 99.96% | 99.96% |