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 | 0.40% | 8.27 CHF | 8.28 CHF | 10'000 | 10'000 | 10'000 | 5'803 | 84'141 CHF | 48'915 CHF | 99.57% | 99.57% |
19.11.2024 | 0.42% | 8.07 CHF | 8.08 CHF | 10'000 | 10'000 | 10'000 | 5'808 | 80'316 CHF | 46'728 CHF | 98.97% | 98.97% |
18.11.2024 | 0.40% | 8.26 CHF | 8.27 CHF | 10'000 | 10'000 | 10'000 | 5'805 | 85'459 CHF | 49'539 CHF | 99.44% | 99.44% |
15.11.2024 | 0.39% | 8.54 CHF | 8.55 CHF | 10'000 | 10'000 | 10'000 | 5'803 | 87'094 CHF | 50'549 CHF | 99.56% | 99.56% |
14.11.2024 | 0.34% | 9.30 CHF | 9.31 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 98'502 CHF | 56'679 CHF | 99.57% | 99.57% |
13.11.2024 | 0.36% | 10.28 CHF | 10.30 CHF | 10'000 | 10'000 | 10'000 | 5'873 | 98'772 CHF | 58'531 CHF | 97.47% | 97.47% |
12.11.2024 | 0.37% | 10.18 CHF | 10.20 CHF | 10'000 | 10'000 | 10'000 | 5'845 | 97'750 CHF | 57'777 CHF | 94.73% | 94.73% |
11.11.2024 | 0.41% | 9.71 CHF | 9.72 CHF | 10'000 | 10'000 | 10'000 | 5'805 | 86'328 CHF | 51'355 CHF | 99.47% | 99.47% |
08.11.2024 | 0.48% | 7.61 CHF | 7.62 CHF | 10'000 | 10'000 | 10'000 | 5'812 | 70'890 CHF | 41'652 CHF | 99.59% | 99.59% |
07.11.2024 | 0.50% | 7.14 CHF | 7.15 CHF | 10'000 | 10'000 | 10'000 | 5'811 | 68'491 CHF | 40'238 CHF | 99.57% | 99.57% |