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 | 0.66% | 6.32 CHF | 6.37 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 130'548 CHF | 131'417 CHF | 100.00% | 100.00% |
19.11.2024 | 0.77% | 5.73 CHF | 5.77 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 112'542 CHF | 113'411 CHF | 100.00% | 100.00% |
18.11.2024 | 0.76% | 5.85 CHF | 5.89 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 114'797 CHF | 115'676 CHF | 100.00% | 100.00% |
15.11.2024 | 0.77% | 5.81 CHF | 5.85 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 59'439 CHF | 59'897 CHF | 100.00% | 100.00% |
14.11.2024 | 0.77% | 6.08 CHF | 6.13 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 61'275 CHF | 61'749 CHF | 99.52% | 99.52% |
13.11.2024 | 0.74% | 6.28 CHF | 6.33 CHF | 10'000 | 10'000 | 10'000 | 9'970 | 63'431 CHF | 63'714 CHF | 99.32% | 99.32% |
12.11.2024 | 0.79% | 6.34 CHF | 6.39 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 68'156 CHF | 68'697 CHF | 100.00% | 100.00% |
11.11.2024 | 0.69% | 7.25 CHF | 7.30 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 72'588 CHF | 73'092 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 6.81 CHF | 6.86 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 66'830 CHF | 67'335 CHF | 100.00% | 100.00% |
07.11.2024 | 0.71% | 6.77 CHF | 6.81 CHF | 10'000 | 10'000 | 10'000 | 9'870 | 67'908 CHF | 67'541 CHF | 99.13% | 99.13% |