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 | 0.46% | 7.28 CHF | 7.29 CHF | 10'000 | 10'000 | 10'000 | 5'804 | 74'260 CHF | 43'185 CHF | 99.55% | 99.55% |
19.11.2024 | 0.48% | 7.09 CHF | 7.10 CHF | 10'000 | 10'000 | 10'000 | 5'808 | 70'460 CHF | 41'008 CHF | 98.96% | 98.96% |
18.11.2024 | 0.45% | 7.27 CHF | 7.28 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 75'565 CHF | 43'772 CHF | 99.59% | 99.59% |
15.11.2024 | 0.44% | 7.55 CHF | 7.56 CHF | 10'000 | 10'000 | 10'000 | 5'803 | 77'191 CHF | 44'804 CHF | 99.52% | 99.52% |
14.11.2024 | 0.38% | 8.31 CHF | 8.32 CHF | 10'000 | 10'000 | 10'000 | 5'803 | 88'586 CHF | 50'930 CHF | 99.54% | 99.54% |
13.11.2024 | 0.38% | 9.30 CHF | 9.31 CHF | 10'000 | 10'000 | 10'000 | 5'883 | 88'959 CHF | 52'845 CHF | 97.17% | 97.17% |
12.11.2024 | 0.39% | 9.20 CHF | 9.21 CHF | 10'000 | 10'000 | 10'000 | 5'840 | 87'946 CHF | 51'993 CHF | 95.00% | 95.00% |
11.11.2024 | 0.46% | 8.73 CHF | 8.74 CHF | 10'000 | 10'000 | 10'000 | 5'803 | 76'527 CHF | 45'648 CHF | 99.53% | 99.53% |
08.11.2024 | 0.56% | 6.64 CHF | 6.65 CHF | 10'000 | 10'000 | 10'000 | 5'812 | 61'178 CHF | 36'009 CHF | 99.57% | 99.57% |
07.11.2024 | 0.58% | 6.17 CHF | 6.18 CHF | 10'000 | 10'000 | 10'000 | 5'812 | 58'754 CHF | 34'584 CHF | 99.55% | 99.55% |