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 | 0.95% | 6.45 CHF | 6.51 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 94'476 CHF | 95'376 CHF | 99.47% | 99.47% |
19.11.2024 | 0.92% | 6.16 CHF | 6.22 CHF | 15'000 | 15'000 | 14'995 | 14'995 | 97'844 CHF | 98'744 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 6.77 CHF | 6.83 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 107'708 CHF | 108'608 CHF | 99.30% | 99.30% |
15.11.2024 | 0.79% | 7.52 CHF | 7.58 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 113'345 CHF | 114'245 CHF | 100.00% | 100.00% |
14.11.2024 | 0.74% | 8.08 CHF | 8.14 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 121'417 CHF | 122'317 CHF | 100.00% | 100.00% |
13.11.2024 | 0.78% | 7.82 CHF | 7.88 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 115'540 CHF | 116'440 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 7.74 CHF | 7.80 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 111'841 CHF | 112'741 CHF | 99.83% | 99.83% |
11.11.2024 | 0.86% | 7.05 CHF | 7.11 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 104'188 CHF | 105'088 CHF | 99.78% | 99.78% |
08.11.2024 | 0.90% | 6.85 CHF | 6.91 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 99'228 CHF | 100'128 CHF | 99.11% | 99.11% |
07.11.2024 | 0.97% | 6.11 CHF | 6.17 CHF | 15'000 | 15'000 | 14'996 | 14'996 | 92'070 CHF | 92'970 CHF | 99.96% | 99.96% |