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 | 0.43% | 7.73 CHF | 7.74 CHF | 10'000 | 10'000 | 10'000 | 5'803 | 78'788 CHF | 45'809 CHF | 99.57% | 99.57% |
19.11.2024 | 0.45% | 7.54 CHF | 7.55 CHF | 10'000 | 10'000 | 10'000 | 5'808 | 74'986 CHF | 43'633 CHF | 98.97% | 98.97% |
18.11.2024 | 0.42% | 7.73 CHF | 7.74 CHF | 10'000 | 10'000 | 10'000 | 5'805 | 80'109 CHF | 46'431 CHF | 99.45% | 99.45% |
15.11.2024 | 0.42% | 8.00 CHF | 8.01 CHF | 10'000 | 10'000 | 10'000 | 5'803 | 81'738 CHF | 47'440 CHF | 99.56% | 99.56% |
14.11.2024 | 0.36% | 8.76 CHF | 8.77 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 93'140 CHF | 53'567 CHF | 99.57% | 99.57% |
13.11.2024 | 0.36% | 9.75 CHF | 9.76 CHF | 10'000 | 10'000 | 10'000 | 5'875 | 93'474 CHF | 55'431 CHF | 97.41% | 97.41% |
12.11.2024 | 0.37% | 9.65 CHF | 9.66 CHF | 10'000 | 10'000 | 10'000 | 5'845 | 92'458 CHF | 54'670 CHF | 94.74% | 94.74% |
11.11.2024 | 0.43% | 9.18 CHF | 9.19 CHF | 10'000 | 10'000 | 10'000 | 5'805 | 81'031 CHF | 48'277 CHF | 99.47% | 99.47% |
08.11.2024 | 0.52% | 7.09 CHF | 7.10 CHF | 10'000 | 10'000 | 10'000 | 5'811 | 65'639 CHF | 38'594 CHF | 99.62% | 99.62% |
07.11.2024 | 0.54% | 6.62 CHF | 6.63 CHF | 10'000 | 10'000 | 10'000 | 5'811 | 63'229 CHF | 37'181 CHF | 99.58% | 99.58% |