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 | 0.39% | 8.58 CHF | 8.59 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 87'263 CHF | 50'709 CHF | 99.67% | 99.67% |
19.11.2024 | 0.41% | 8.38 CHF | 8.39 CHF | 10'000 | 10'000 | 10'000 | 5'805 | 83'429 CHF | 48'515 CHF | 99.10% | 99.10% |
18.11.2024 | 0.38% | 8.58 CHF | 8.59 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 88'590 CHF | 51'321 CHF | 99.62% | 99.62% |
15.11.2024 | 0.38% | 8.85 CHF | 8.86 CHF | 10'000 | 10'000 | 10'000 | 5'800 | 90'229 CHF | 52'346 CHF | 99.66% | 99.66% |
14.11.2024 | 0.33% | 9.61 CHF | 9.62 CHF | 10'000 | 10'000 | 10'000 | 5'800 | 101'635 CHF | 58'470 CHF | 99.68% | 99.68% |
13.11.2024 | 0.35% | 10.58 CHF | 10.60 CHF | 10'000 | 10'000 | 10'000 | 5'880 | 101'882 CHF | 60'435 CHF | 97.27% | 97.27% |
12.11.2024 | 0.36% | 10.48 CHF | 10.50 CHF | 10'000 | 10'000 | 10'000 | 5'839 | 100'855 CHF | 59'531 CHF | 95.10% | 95.10% |
11.11.2024 | 0.40% | 10.02 CHF | 10.04 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 89'416 CHF | 53'126 CHF | 99.55% | 99.55% |
08.11.2024 | 0.46% | 7.92 CHF | 7.93 CHF | 10'000 | 10'000 | 10'000 | 5'810 | 73'963 CHF | 43'423 CHF | 99.68% | 99.68% |
07.11.2024 | 0.48% | 7.45 CHF | 7.46 CHF | 10'000 | 10'000 | 10'000 | 5'809 | 71'571 CHF | 42'010 CHF | 99.67% | 99.67% |