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 | 0.98% | 5.95 CHF | 6.01 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 91'378 CHF | 92'278 CHF | 99.45% | 99.45% |
19.11.2024 | 1.03% | 6.19 CHF | 6.25 CHF | 15'000 | 15'000 | 14'995 | 14'995 | 87'470 CHF | 88'370 CHF | 100.00% | 100.00% |
18.11.2024 | 1.14% | 5.63 CHF | 5.69 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 78'584 CHF | 79'484 CHF | 99.28% | 99.28% |
15.11.2024 | 1.22% | 4.93 CHF | 4.99 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 73'343 CHF | 74'243 CHF | 100.00% | 100.00% |
14.11.2024 | 1.36% | 4.36 CHF | 4.42 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 65'499 CHF | 66'399 CHF | 100.00% | 100.00% |
13.11.2024 | 1.28% | 4.57 CHF | 4.63 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 70'106 CHF | 71'006 CHF | 100.00% | 100.00% |
12.11.2024 | 1.22% | 4.62 CHF | 4.68 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 73'606 CHF | 74'506 CHF | 99.82% | 99.82% |
11.11.2024 | 1.11% | 5.30 CHF | 5.36 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 80'814 CHF | 81'714 CHF | 99.76% | 99.76% |
08.11.2024 | 1.06% | 5.42 CHF | 5.48 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 84'370 CHF | 85'270 CHF | 99.10% | 99.10% |
07.11.2024 | 0.97% | 6.13 CHF | 6.19 CHF | 15'000 | 15'000 | 14'994 | 14'994 | 92'083 CHF | 92'983 CHF | 99.96% | 99.96% |