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 | 1.63% | 6.01 CHF | 6.11 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 60'797 CHF | 61'797 CHF | 54.05% | 54.05% |
19.11.2024 | 1.59% | 6.16 CHF | 6.26 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 62'582 CHF | 63'582 CHF | 99.85% | 99.85% |
18.11.2024 | 1.60% | 6.17 CHF | 6.27 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 61'867 CHF | 62'867 CHF | 99.95% | 99.95% |
15.11.2024 | 1.63% | 6.38 CHF | 6.48 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 61'044 CHF | 62'044 CHF | 100.00% | 100.00% |
14.11.2024 | 1.67% | 5.93 CHF | 6.03 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 59'381 CHF | 60'381 CHF | 97.63% | 97.63% |
13.11.2024 | 1.71% | 5.92 CHF | 6.02 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 57'947 CHF | 58'947 CHF | 99.95% | 99.95% |
12.11.2024 | 1.80% | 5.70 CHF | 5.80 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 55'178 CHF | 56'178 CHF | 99.83% | 99.83% |
11.11.2024 | 1.77% | 5.60 CHF | 5.70 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 56'086 CHF | 57'086 CHF | 99.79% | 99.79% |
08.11.2024 | 1.75% | 5.61 CHF | 5.71 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 56'610 CHF | 57'610 CHF | 99.89% | 99.89% |
07.11.2024 | 1.68% | 5.82 CHF | 5.92 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 58'929 CHF | 59'929 CHF | 99.91% | 99.91% |