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 | 0.48% | 6.96 CHF | 6.97 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 71'060 CHF | 41'308 CHF | 99.67% | 99.67% |
19.11.2024 | 0.51% | 6.77 CHF | 6.78 CHF | 10'000 | 10'000 | 10'000 | 5'806 | 67'268 CHF | 39'136 CHF | 99.08% | 99.08% |
18.11.2024 | 0.47% | 6.95 CHF | 6.96 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 72'361 CHF | 41'908 CHF | 99.62% | 99.62% |
15.11.2024 | 0.46% | 7.23 CHF | 7.24 CHF | 10'000 | 10'000 | 10'000 | 5'800 | 73'982 CHF | 42'922 CHF | 99.65% | 99.65% |
14.11.2024 | 0.40% | 7.99 CHF | 8.00 CHF | 10'000 | 10'000 | 10'000 | 5'800 | 85'380 CHF | 49'047 CHF | 99.67% | 99.67% |
13.11.2024 | 0.40% | 8.98 CHF | 8.99 CHF | 10'000 | 10'000 | 10'000 | 5'880 | 85'771 CHF | 50'948 CHF | 97.27% | 97.27% |
12.11.2024 | 0.40% | 8.88 CHF | 8.89 CHF | 10'000 | 10'000 | 10'000 | 5'839 | 84'760 CHF | 50'118 CHF | 95.11% | 95.11% |
11.11.2024 | 0.48% | 8.42 CHF | 8.43 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 73'354 CHF | 43'800 CHF | 99.56% | 99.56% |
08.11.2024 | 0.59% | 6.32 CHF | 6.33 CHF | 10'000 | 10'000 | 10'000 | 5'810 | 58'032 CHF | 34'165 CHF | 99.67% | 99.67% |
07.11.2024 | 0.61% | 5.86 CHF | 5.87 CHF | 10'000 | 10'000 | 10'000 | 5'809 | 55'598 CHF | 32'736 CHF | 99.67% | 99.67% |