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% | 8.35 CHF | 8.36 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 84'927 CHF | 49'349 CHF | 99.68% | 99.68% |
19.11.2024 | 0.42% | 8.15 CHF | 8.16 CHF | 10'000 | 10'000 | 10'000 | 5'805 | 81'102 CHF | 47'164 CHF | 99.10% | 99.10% |
18.11.2024 | 0.39% | 8.34 CHF | 8.35 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 86'250 CHF | 49'963 CHF | 99.63% | 99.63% |
15.11.2024 | 0.39% | 8.62 CHF | 8.63 CHF | 10'000 | 10'000 | 10'000 | 5'800 | 87'885 CHF | 50'986 CHF | 99.66% | 99.66% |
14.11.2024 | 0.34% | 9.38 CHF | 9.39 CHF | 10'000 | 10'000 | 10'000 | 5'800 | 99'298 CHF | 57'116 CHF | 99.68% | 99.68% |
13.11.2024 | 0.36% | 10.34 CHF | 10.36 CHF | 10'000 | 10'000 | 10'000 | 5'871 | 99'559 CHF | 58'971 CHF | 97.56% | 97.56% |
12.11.2024 | 0.37% | 10.26 CHF | 10.28 CHF | 10'000 | 10'000 | 10'000 | 5'838 | 98'531 CHF | 58'167 CHF | 95.14% | 95.14% |
11.11.2024 | 0.40% | 9.79 CHF | 9.80 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 87'106 CHF | 51'778 CHF | 99.57% | 99.57% |
08.11.2024 | 0.48% | 7.69 CHF | 7.70 CHF | 10'000 | 10'000 | 10'000 | 5'810 | 71'668 CHF | 42'089 CHF | 99.68% | 99.68% |
07.11.2024 | 0.49% | 7.22 CHF | 7.23 CHF | 10'000 | 10'000 | 10'000 | 5'809 | 69'267 CHF | 40'672 CHF | 99.67% | 99.67% |