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 | 1.08% | 5.67 CHF | 5.73 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 82'775 CHF | 83'675 CHF | 99.47% | 99.47% |
19.11.2024 | 1.04% | 5.38 CHF | 5.44 CHF | 15'000 | 15'000 | 14'995 | 14'995 | 86'182 CHF | 87'082 CHF | 100.00% | 100.00% |
18.11.2024 | 0.93% | 5.99 CHF | 6.05 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 95'984 CHF | 96'884 CHF | 99.30% | 99.30% |
15.11.2024 | 0.88% | 6.74 CHF | 6.80 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 101'603 CHF | 102'503 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 7.30 CHF | 7.36 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 109'668 CHF | 110'568 CHF | 100.00% | 100.00% |
13.11.2024 | 0.86% | 7.04 CHF | 7.10 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 103'864 CHF | 104'764 CHF | 100.00% | 100.00% |
12.11.2024 | 0.89% | 6.97 CHF | 7.03 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 100'186 CHF | 101'086 CHF | 99.83% | 99.83% |
11.11.2024 | 0.97% | 6.27 CHF | 6.33 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 92'558 CHF | 93'458 CHF | 99.78% | 99.78% |
08.11.2024 | 1.02% | 6.08 CHF | 6.14 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 87'698 CHF | 88'598 CHF | 99.11% | 99.11% |
07.11.2024 | 1.11% | 5.34 CHF | 5.40 CHF | 15'000 | 15'000 | 14'994 | 14'994 | 80'488 CHF | 81'388 CHF | 99.96% | 99.96% |