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 | 0.64% | 5.14 CHF | 5.15 CHF | 10'000 | 10'000 | 10'000 | 5'806 | 52'852 CHF | 30'771 CHF | 99.43% | 99.43% |
19.11.2024 | 0.69% | 4.95 CHF | 4.96 CHF | 20'000 | 10'000 | 18'438 | 5'810 | 90'334 CHF | 28'622 CHF | 98.89% | 98.89% |
18.11.2024 | 0.62% | 5.13 CHF | 5.14 CHF | 10'000 | 10'000 | 10'000 | 5'805 | 54'130 CHF | 31'352 CHF | 99.45% | 99.45% |
15.11.2024 | 0.61% | 5.40 CHF | 5.41 CHF | 10'000 | 10'000 | 10'000 | 5'805 | 55'733 CHF | 32'362 CHF | 99.43% | 99.43% |
14.11.2024 | 0.50% | 6.16 CHF | 6.17 CHF | 10'000 | 10'000 | 10'000 | 5'805 | 67'110 CHF | 38'482 CHF | 99.43% | 99.43% |
13.11.2024 | 0.50% | 7.16 CHF | 7.17 CHF | 10'000 | 10'000 | 10'000 | 5'875 | 67'634 CHF | 40'243 CHF | 97.38% | 97.38% |
12.11.2024 | 0.51% | 7.07 CHF | 7.08 CHF | 10'000 | 10'000 | 10'000 | 5'845 | 66'659 CHF | 39'588 CHF | 94.75% | 94.75% |
11.11.2024 | 0.64% | 6.61 CHF | 6.62 CHF | 10'000 | 10'000 | 10'071 | 5'804 | 55'661 CHF | 33'339 CHF | 99.52% | 99.52% |
08.11.2024 | 0.85% | 4.53 CHF | 4.54 CHF | 20'000 | 10'000 | 20'000 | 5'815 | 80'264 CHF | 23'780 CHF | 99.45% | 99.45% |
07.11.2024 | 0.91% | 4.07 CHF | 4.08 CHF | 20'000 | 10'000 | 20'000 | 5'814 | 75'314 CHF | 22'336 CHF | 99.44% | 99.44% |