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 | 0.44% | 7.67 CHF | 7.68 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 78'139 CHF | 45'416 CHF | 99.67% | 99.67% |
19.11.2024 | 0.46% | 7.47 CHF | 7.48 CHF | 10'000 | 10'000 | 10'000 | 5'806 | 74'332 CHF | 43'236 CHF | 99.08% | 99.08% |
18.11.2024 | 0.42% | 7.66 CHF | 7.67 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 79'452 CHF | 46'020 CHF | 99.62% | 99.62% |
15.11.2024 | 0.42% | 7.94 CHF | 7.95 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 81'077 CHF | 47'039 CHF | 99.65% | 99.65% |
14.11.2024 | 0.37% | 8.70 CHF | 8.71 CHF | 10'000 | 10'000 | 10'000 | 5'800 | 92'479 CHF | 53'165 CHF | 99.67% | 99.67% |
13.11.2024 | 0.37% | 9.68 CHF | 9.69 CHF | 10'000 | 10'000 | 10'000 | 5'871 | 92'814 CHF | 55'000 CHF | 97.55% | 97.55% |
12.11.2024 | 0.37% | 9.58 CHF | 9.59 CHF | 10'000 | 10'000 | 10'000 | 5'839 | 91'805 CHF | 54'231 CHF | 95.11% | 95.11% |
11.11.2024 | 0.44% | 9.12 CHF | 9.13 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 80'374 CHF | 47'874 CHF | 99.55% | 99.55% |
08.11.2024 | 0.53% | 7.02 CHF | 7.03 CHF | 10'000 | 10'000 | 10'000 | 5'810 | 64'990 CHF | 38'210 CHF | 99.67% | 99.67% |
07.11.2024 | 0.55% | 6.55 CHF | 6.56 CHF | 10'000 | 10'000 | 10'000 | 5'809 | 62'572 CHF | 36'787 CHF | 99.67% | 99.67% |