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 | 0.52% | 6.30 CHF | 6.31 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 64'508 CHF | 37'512 CHF | 99.63% | 99.63% |
19.11.2024 | 0.56% | 6.11 CHF | 6.12 CHF | 10'000 | 10'000 | 10'000 | 5'806 | 60'748 CHF | 35'354 CHF | 99.06% | 99.06% |
18.11.2024 | 0.51% | 6.30 CHF | 6.31 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 65'801 CHF | 38'106 CHF | 99.59% | 99.59% |
15.11.2024 | 0.50% | 6.57 CHF | 6.58 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 67'426 CHF | 39'124 CHF | 99.61% | 99.61% |
14.11.2024 | 0.43% | 7.33 CHF | 7.34 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 78'812 CHF | 45'243 CHF | 99.63% | 99.63% |
13.11.2024 | 0.43% | 8.32 CHF | 8.33 CHF | 10'000 | 10'000 | 10'000 | 5'871 | 79'249 CHF | 47'038 CHF | 97.54% | 97.54% |
12.11.2024 | 0.44% | 8.23 CHF | 8.24 CHF | 10'000 | 10'000 | 10'000 | 5'840 | 78'252 CHF | 46'328 CHF | 95.03% | 95.03% |
11.11.2024 | 0.53% | 7.77 CHF | 7.78 CHF | 10'000 | 10'000 | 10'000 | 5'803 | 66'863 CHF | 40'039 CHF | 99.53% | 99.53% |
08.11.2024 | 0.67% | 5.68 CHF | 5.69 CHF | 10'000 | 10'000 | 11'045 | 5'811 | 56'771 CHF | 30'430 CHF | 99.65% | 99.65% |
07.11.2024 | 0.70% | 5.21 CHF | 5.22 CHF | 10'000 | 10'000 | 17'895 | 5'810 | 87'432 CHF | 28'997 CHF | 99.63% | 99.63% |