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 | 0.42% | 7.90 CHF | 7.91 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 80'516 CHF | 46'793 CHF | 99.68% | 99.68% |
19.11.2024 | 0.44% | 7.71 CHF | 7.72 CHF | 10'000 | 10'000 | 10'000 | 5'805 | 76'706 CHF | 44'612 CHF | 99.09% | 99.09% |
18.11.2024 | 0.41% | 7.90 CHF | 7.91 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 81'834 CHF | 47'402 CHF | 99.62% | 99.62% |
15.11.2024 | 0.41% | 8.18 CHF | 8.19 CHF | 10'000 | 10'000 | 10'000 | 5'800 | 83'463 CHF | 48'420 CHF | 99.67% | 99.67% |
14.11.2024 | 0.36% | 8.93 CHF | 8.94 CHF | 10'000 | 10'000 | 10'000 | 5'800 | 94'870 CHF | 54'547 CHF | 99.68% | 99.68% |
13.11.2024 | 0.36% | 9.92 CHF | 9.93 CHF | 10'000 | 10'000 | 10'000 | 5'870 | 95'186 CHF | 56'391 CHF | 97.56% | 97.56% |
12.11.2024 | 0.36% | 9.82 CHF | 9.83 CHF | 10'000 | 10'000 | 10'000 | 5'839 | 94'165 CHF | 55'609 CHF | 95.13% | 95.13% |
11.11.2024 | 0.42% | 9.35 CHF | 9.36 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 82'736 CHF | 49'243 CHF | 99.56% | 99.56% |
08.11.2024 | 0.51% | 7.26 CHF | 7.27 CHF | 10'000 | 10'000 | 10'000 | 5'810 | 67'334 CHF | 39'570 CHF | 99.68% | 99.68% |
07.11.2024 | 0.53% | 6.79 CHF | 6.80 CHF | 10'000 | 10'000 | 10'000 | 5'809 | 64'927 CHF | 38'152 CHF | 99.68% | 99.68% |