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 | 0.61% | 5.42 CHF | 5.43 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 55'670 CHF | 32'385 CHF | 99.63% | 99.63% |
19.11.2024 | 0.65% | 5.23 CHF | 5.24 CHF | 10'000 | 10'000 | 10'564 | 5'806 | 54'732 CHF | 30'237 CHF | 99.05% | 99.05% |
18.11.2024 | 0.59% | 5.42 CHF | 5.43 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 56'953 CHF | 32'975 CHF | 99.59% | 99.59% |
15.11.2024 | 0.58% | 5.69 CHF | 5.70 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 58'557 CHF | 33'979 CHF | 99.61% | 99.61% |
14.11.2024 | 0.48% | 6.45 CHF | 6.46 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 69'947 CHF | 40'102 CHF | 99.63% | 99.63% |
13.11.2024 | 0.48% | 7.44 CHF | 7.45 CHF | 10'000 | 10'000 | 10'000 | 5'871 | 70'444 CHF | 41'869 CHF | 97.53% | 97.53% |
12.11.2024 | 0.49% | 7.35 CHF | 7.36 CHF | 10'000 | 10'000 | 10'000 | 5'840 | 69'462 CHF | 41'194 CHF | 95.01% | 95.01% |
11.11.2024 | 0.61% | 6.89 CHF | 6.90 CHF | 10'000 | 10'000 | 10'000 | 5'803 | 58'100 CHF | 34'953 CHF | 99.53% | 99.53% |
08.11.2024 | 0.80% | 4.81 CHF | 4.82 CHF | 20'000 | 10'000 | 20'000 | 5'811 | 85'816 CHF | 25'379 CHF | 99.64% | 99.64% |
07.11.2024 | 0.85% | 4.34 CHF | 4.35 CHF | 20'000 | 10'000 | 20'000 | 5'810 | 80'860 CHF | 23'934 CHF | 99.63% | 99.63% |