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 | 5.56% | 6.65 CHF | 6.85 CHF | 10'000 | 5'000 | 10'000 | 1'868 | 62'665 CHF | 12'524 CHF | 99.57% | 99.57% |
19.11.2024 | 5.74% | 6.23 CHF | 6.43 CHF | 10'000 | 5'000 | 10'000 | 1'868 | 60'512 CHF | 11'973 CHF | 99.59% | 99.59% |
18.11.2024 | 6.33% | 5.69 CHF | 5.89 CHF | 10'000 | 5'000 | 10'000 | 1'878 | 54'585 CHF | 10'920 CHF | 98.47% | 98.47% |
15.11.2024 | 6.48% | 5.26 CHF | 5.46 CHF | 10'000 | 5'000 | 10'000 | 1'868 | 53'097 CHF | 10'433 CHF | 99.60% | 99.60% |
14.11.2024 | 6.99% | 5.47 CHF | 5.67 CHF | 10'000 | 5'000 | 17'597 | 1'855 | 86'709 CHF | 10'157 CHF | 99.19% | 99.19% |
13.11.2024 | 6.15% | 5.33 CHF | 5.53 CHF | 10'000 | 5'000 | 10'000 | 1'887 | 55'759 CHF | 10'931 CHF | 97.55% | 97.55% |
12.11.2024 | 6.22% | 5.66 CHF | 5.86 CHF | 10'000 | 5'000 | 10'000 | 1'869 | 55'591 CHF | 10'998 CHF | 99.47% | 99.47% |
11.11.2024 | 7.49% | 6.05 CHF | 6.35 CHF | 10'000 | 5'000 | 10'000 | 1'879 | 67'992 CHF | 13'014 CHF | 98.38% | 98.38% |
08.11.2024 | 7.13% | 7.47 CHF | 7.77 CHF | 10'000 | 5'000 | 10'000 | 1'869 | 72'534 CHF | 14'536 CHF | 99.57% | 99.57% |
07.11.2024 | 6.33% | 7.73 CHF | 8.03 CHF | 10'000 | 5'000 | 10'000 | 2'258 | 76'821 CHF | 18'010 CHF | 50.09% | 50.09% |