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 | 0.51% | 6.53 CHF | 6.54 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 66'829 CHF | 38'851 CHF | 99.68% | 99.68% |
19.11.2024 | 0.54% | 6.35 CHF | 6.36 CHF | 10'000 | 10'000 | 10'000 | 5'805 | 63'054 CHF | 36'688 CHF | 99.09% | 99.09% |
18.11.2024 | 0.50% | 6.53 CHF | 6.54 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 68'127 CHF | 39'451 CHF | 99.63% | 99.63% |
15.11.2024 | 0.49% | 6.80 CHF | 6.81 CHF | 10'000 | 10'000 | 10'000 | 5'800 | 69'744 CHF | 40'461 CHF | 99.67% | 99.67% |
14.11.2024 | 0.41% | 7.56 CHF | 7.57 CHF | 10'000 | 10'000 | 10'000 | 5'800 | 81'139 CHF | 46'583 CHF | 99.69% | 99.69% |
13.11.2024 | 0.42% | 8.55 CHF | 8.56 CHF | 10'000 | 10'000 | 10'000 | 5'870 | 81'555 CHF | 48'385 CHF | 97.57% | 97.57% |
12.11.2024 | 0.42% | 8.46 CHF | 8.47 CHF | 10'000 | 10'000 | 10'000 | 5'838 | 80'553 CHF | 47'657 CHF | 95.15% | 95.15% |
11.11.2024 | 0.51% | 8.00 CHF | 8.01 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 69'157 CHF | 41'364 CHF | 99.57% | 99.57% |
08.11.2024 | 0.64% | 5.91 CHF | 5.92 CHF | 10'000 | 10'000 | 10'000 | 5'810 | 53'877 CHF | 31'749 CHF | 99.69% | 99.69% |
07.11.2024 | 0.66% | 5.44 CHF | 5.45 CHF | 10'000 | 10'000 | 10'045 | 5'809 | 51'658 CHF | 30'316 CHF | 99.68% | 99.68% |