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 | 0.47% | 7.03 CHF | 7.04 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 71'798 CHF | 41'745 CHF | 99.60% | 99.60% |
19.11.2024 | 0.50% | 6.84 CHF | 6.85 CHF | 10'000 | 10'000 | 10'000 | 5'807 | 68'018 CHF | 39'579 CHF | 99.00% | 99.00% |
18.11.2024 | 0.46% | 7.03 CHF | 7.04 CHF | 10'000 | 10'000 | 10'000 | 5'805 | 73'106 CHF | 42'365 CHF | 99.45% | 99.45% |
15.11.2024 | 0.46% | 7.30 CHF | 7.31 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 74'732 CHF | 43'366 CHF | 99.59% | 99.59% |
14.11.2024 | 0.39% | 8.06 CHF | 8.07 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 86'128 CHF | 49'490 CHF | 99.60% | 99.60% |
13.11.2024 | 0.39% | 9.05 CHF | 9.06 CHF | 10'000 | 10'000 | 10'000 | 5'872 | 86'506 CHF | 51'304 CHF | 97.51% | 97.51% |
12.11.2024 | 0.40% | 8.95 CHF | 8.96 CHF | 10'000 | 10'000 | 10'000 | 5'845 | 85'510 CHF | 50'606 CHF | 94.76% | 94.76% |
11.11.2024 | 0.47% | 8.49 CHF | 8.50 CHF | 10'000 | 10'000 | 10'000 | 5'804 | 74'100 CHF | 44'249 CHF | 99.52% | 99.52% |
08.11.2024 | 0.58% | 6.40 CHF | 6.41 CHF | 10'000 | 10'000 | 10'000 | 5'811 | 58'767 CHF | 34'599 CHF | 99.63% | 99.63% |
07.11.2024 | 0.61% | 5.93 CHF | 5.94 CHF | 10'000 | 10'000 | 10'000 | 5'810 | 56'337 CHF | 33'173 CHF | 99.60% | 99.60% |