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 | 0.33% | 5.63 CHF | 5.65 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 91'544 CHF | 91'844 CHF | 100.00% | 100.00% |
19.11.2024 | 0.56% | 5.57 CHF | 5.60 CHF | 14'400 | 14'400 | 14'400 | 14'400 | 76'789 CHF | 77'221 CHF | 100.00% | 100.00% |
18.11.2024 | 0.51% | 5.85 CHF | 5.88 CHF | 13'300 | 13'300 | 13'300 | 13'300 | 77'729 CHF | 78'128 CHF | 100.00% | 100.00% |
15.11.2024 | 0.44% | 6.45 CHF | 6.48 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 84'145 CHF | 84'520 CHF | 100.00% | 100.00% |
14.11.2024 | 0.43% | 7.00 CHF | 7.03 CHF | 13'400 | 13'400 | 13'400 | 13'400 | 92'275 CHF | 92'677 CHF | 100.00% | 100.00% |
13.11.2024 | 0.49% | 6.33 CHF | 6.36 CHF | 13'800 | 13'800 | 13'800 | 13'800 | 84'853 CHF | 85'267 CHF | 100.00% | 100.00% |
12.11.2024 | 0.43% | 6.01 CHF | 6.04 CHF | 11'600 | 11'600 | 11'600 | 11'600 | 80'765 CHF | 81'113 CHF | 99.85% | 99.85% |
11.11.2024 | 0.39% | 7.81 CHF | 7.84 CHF | 12'600 | 12'600 | 12'600 | 12'600 | 96'801 CHF | 97'179 CHF | 99.64% | 99.64% |
08.11.2024 | 0.44% | 6.81 CHF | 6.84 CHF | 12'400 | 12'400 | 12'400 | 12'400 | 84'765 CHF | 85'137 CHF | 98.70% | 98.70% |
07.11.2024 | 0.42% | 7.13 CHF | 7.16 CHF | 12'300 | 12'300 | 12'300 | 12'300 | 87'204 CHF | 87'573 CHF | 100.00% | 100.00% |