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 | 1.55% | 5.72 CHF | 5.81 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 51'981 CHF | 52'791 CHF | 100.00% | 100.00% |
19.11.2024 | 1.33% | 6.77 CHF | 6.86 CHF | 9'700 | 9'700 | 9'523 | 9'523 | 64'249 CHF | 65'106 CHF | 99.84% | 99.84% |
18.11.2024 | 1.39% | 6.72 CHF | 6.81 CHF | 9'200 | 9'200 | 9'231 | 9'231 | 59'592 CHF | 60'423 CHF | 100.00% | 100.00% |
15.11.2024 | 1.37% | 6.57 CHF | 6.66 CHF | 9'300 | 9'300 | 9'300 | 9'300 | 60'736 CHF | 61'573 CHF | 100.00% | 100.00% |
14.11.2024 | 1.32% | 6.45 CHF | 6.54 CHF | 9'300 | 9'300 | 9'499 | 9'499 | 64'407 CHF | 65'262 CHF | 100.00% | 100.00% |
13.11.2024 | 1.38% | 6.46 CHF | 6.55 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 58'239 CHF | 59'049 CHF | 100.00% | 100.00% |
12.11.2024 | 1.26% | 6.54 CHF | 6.62 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 63'346 CHF | 64'146 CHF | 99.86% | 99.86% |
11.11.2024 | 1.36% | 5.85 CHF | 5.93 CHF | 10'200 | 10'200 | 10'200 | 10'200 | 59'401 CHF | 60'217 CHF | 100.00% | 100.00% |
08.11.2024 | 1.17% | 6.07 CHF | 6.14 CHF | 12'600 | 12'600 | 12'600 | 12'600 | 75'078 CHF | 75'960 CHF | 98.89% | 98.89% |
07.11.2024 | 1.89% | 4.97 CHF | 5.07 CHF | 8'800 | 8'800 | 8'800 | 8'800 | 46'358 CHF | 47'238 CHF | 100.00% | 100.00% |