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 | 0.47% | 5.79 CHF | 5.82 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 121'986 CHF | 122'566 CHF | 100.00% | 100.00% |
19.11.2024 | 0.54% | 5.77 CHF | 5.80 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 55'940 CHF | 56'240 CHF | 92.96% | 92.96% |
18.11.2024 | 0.53% | 5.95 CHF | 5.98 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 59'399 CHF | 59'717 CHF | 100.00% | 100.00% |
15.11.2024 | 0.51% | 6.47 CHF | 6.50 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 64'877 CHF | 65'207 CHF | 100.00% | 100.00% |
14.11.2024 | 0.48% | 6.64 CHF | 6.67 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 65'668 CHF | 65'983 CHF | 99.22% | 99.22% |
13.11.2024 | 0.51% | 6.23 CHF | 6.26 CHF | 10'000 | 10'000 | 10'000 | 9'971 | 61'166 CHF | 61'300 CHF | 99.36% | 99.36% |
12.11.2024 | 0.53% | 6.04 CHF | 6.07 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 65'829 CHF | 66'180 CHF | 100.00% | 100.00% |
11.11.2024 | 0.47% | 7.07 CHF | 7.10 CHF | 10'000 | 10'000 | 9'747 | 9'747 | 68'188 CHF | 68'507 CHF | 100.00% | 100.00% |
08.11.2024 | 0.51% | 6.48 CHF | 6.51 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 64'949 CHF | 65'280 CHF | 100.00% | 100.00% |
07.11.2024 | 0.50% | 6.67 CHF | 6.71 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 66'781 CHF | 67'114 CHF | 90.22% | 90.22% |