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 | 0.55% | 6.10 CHF | 6.11 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 62'465 CHF | 36'321 CHF | 99.68% | 99.68% |
19.11.2024 | 0.58% | 5.91 CHF | 5.92 CHF | 10'000 | 10'000 | 10'000 | 5'805 | 58'705 CHF | 34'163 CHF | 99.10% | 99.10% |
18.11.2024 | 0.53% | 6.10 CHF | 6.11 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 63'757 CHF | 36'917 CHF | 99.63% | 99.63% |
15.11.2024 | 0.52% | 6.37 CHF | 6.38 CHF | 10'000 | 10'000 | 10'000 | 5'800 | 65'367 CHF | 37'924 CHF | 99.66% | 99.66% |
14.11.2024 | 0.44% | 7.13 CHF | 7.14 CHF | 10'000 | 10'000 | 10'000 | 5'800 | 76'764 CHF | 44'049 CHF | 99.68% | 99.68% |
13.11.2024 | 0.44% | 8.12 CHF | 8.13 CHF | 10'000 | 10'000 | 10'000 | 5'871 | 77'207 CHF | 45'835 CHF | 97.56% | 97.56% |
12.11.2024 | 0.45% | 8.03 CHF | 8.04 CHF | 10'000 | 10'000 | 10'000 | 5'838 | 76'219 CHF | 45'127 CHF | 95.15% | 95.15% |
11.11.2024 | 0.54% | 7.56 CHF | 7.57 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 64'834 CHF | 38'852 CHF | 99.57% | 99.57% |
08.11.2024 | 0.70% | 5.48 CHF | 5.49 CHF | 10'000 | 10'000 | 17'871 | 5'810 | 88'066 CHF | 29'259 CHF | 99.68% | 99.68% |
07.11.2024 | 0.72% | 5.01 CHF | 5.02 CHF | 10'000 | 10'000 | 19'387 | 5'809 | 91'173 CHF | 27'821 CHF | 99.67% | 99.67% |