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 | 0.42% | 7.97 CHF | 7.98 CHF | 10'000 | 10'000 | 10'000 | 5'804 | 81'191 CHF | 47'207 CHF | 99.55% | 99.55% |
19.11.2024 | 0.44% | 7.78 CHF | 7.79 CHF | 10'000 | 10'000 | 10'000 | 5'808 | 77'382 CHF | 45'026 CHF | 98.95% | 98.95% |
18.11.2024 | 0.41% | 7.97 CHF | 7.98 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 82'515 CHF | 47'803 CHF | 99.59% | 99.59% |
15.11.2024 | 0.41% | 8.24 CHF | 8.25 CHF | 10'000 | 10'000 | 10'000 | 5'803 | 84'145 CHF | 48'841 CHF | 99.52% | 99.52% |
14.11.2024 | 0.35% | 9.00 CHF | 9.01 CHF | 10'000 | 10'000 | 10'000 | 5'803 | 95'551 CHF | 54'968 CHF | 99.56% | 99.56% |
13.11.2024 | 0.36% | 9.99 CHF | 10.00 CHF | 10'000 | 10'000 | 10'000 | 5'882 | 95'866 CHF | 56'907 CHF | 97.19% | 97.19% |
12.11.2024 | 0.37% | 9.89 CHF | 9.90 CHF | 10'000 | 10'000 | 10'000 | 5'840 | 94'841 CHF | 56'021 CHF | 95.01% | 95.01% |
11.11.2024 | 0.42% | 9.42 CHF | 9.43 CHF | 10'000 | 10'000 | 10'000 | 5'803 | 83'411 CHF | 49'642 CHF | 99.53% | 99.53% |
08.11.2024 | 0.50% | 7.32 CHF | 7.33 CHF | 10'000 | 10'000 | 10'000 | 5'812 | 67'999 CHF | 39'972 CHF | 99.59% | 99.59% |
07.11.2024 | 0.52% | 6.85 CHF | 6.86 CHF | 10'000 | 10'000 | 10'000 | 5'811 | 65'594 CHF | 38'555 CHF | 99.57% | 99.57% |