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 | 0.50% | 6.58 CHF | 6.59 CHF | 10'000 | 10'000 | 10'000 | 5'803 | 67'232 CHF | 39'103 CHF | 99.57% | 99.57% |
19.11.2024 | 0.54% | 6.39 CHF | 6.40 CHF | 10'000 | 10'000 | 10'000 | 5'808 | 63'456 CHF | 36'940 CHF | 98.96% | 98.96% |
18.11.2024 | 0.49% | 6.57 CHF | 6.58 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 68'531 CHF | 39'689 CHF | 99.60% | 99.60% |
15.11.2024 | 0.49% | 6.84 CHF | 6.85 CHF | 10'000 | 10'000 | 10'000 | 5'803 | 70'146 CHF | 40'715 CHF | 99.54% | 99.54% |
14.11.2024 | 0.41% | 7.60 CHF | 7.61 CHF | 10'000 | 10'000 | 10'000 | 5'803 | 81'541 CHF | 46'839 CHF | 99.57% | 99.57% |
13.11.2024 | 0.42% | 8.60 CHF | 8.61 CHF | 10'000 | 10'000 | 10'000 | 5'873 | 81'957 CHF | 48'642 CHF | 97.47% | 97.47% |
12.11.2024 | 0.42% | 8.50 CHF | 8.51 CHF | 10'000 | 10'000 | 10'000 | 5'840 | 80'955 CHF | 47'906 CHF | 95.03% | 95.03% |
11.11.2024 | 0.51% | 8.04 CHF | 8.05 CHF | 10'000 | 10'000 | 10'000 | 5'803 | 69'559 CHF | 41'603 CHF | 99.53% | 99.53% |
08.11.2024 | 0.63% | 5.95 CHF | 5.96 CHF | 10'000 | 10'000 | 10'000 | 5'812 | 54'273 CHF | 31'992 CHF | 99.59% | 99.59% |
07.11.2024 | 0.66% | 5.48 CHF | 5.49 CHF | 10'000 | 10'000 | 10'000 | 5'811 | 51'830 CHF | 30'560 CHF | 99.57% | 99.57% |