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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.40% | 8.52 CHF | 8.53 CHF | 10'000 | 10'000 | 10'000 | 5'804 | 84'895 CHF | 49'539 CHF | 99.18% | 99.18% |
20.11.2024 | 0.46% | 7.22 CHF | 7.23 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 73'680 CHF | 42'829 CHF | 99.68% | 99.68% |
19.11.2024 | 0.49% | 7.03 CHF | 7.04 CHF | 10'000 | 10'000 | 10'000 | 5'805 | 69'894 CHF | 40'658 CHF | 99.09% | 99.09% |
18.11.2024 | 0.45% | 7.22 CHF | 7.23 CHF | 10'000 | 10'000 | 10'000 | 5'801 | 74'989 CHF | 43'432 CHF | 99.62% | 99.62% |
15.11.2024 | 0.44% | 7.49 CHF | 7.50 CHF | 10'000 | 10'000 | 10'000 | 5'800 | 76'622 CHF | 44'452 CHF | 99.67% | 99.67% |
14.11.2024 | 0.38% | 8.25 CHF | 8.26 CHF | 10'000 | 10'000 | 10'000 | 5'800 | 88'018 CHF | 50'574 CHF | 99.68% | 99.68% |
13.11.2024 | 0.39% | 9.24 CHF | 9.25 CHF | 10'000 | 10'000 | 10'000 | 5'871 | 88'384 CHF | 52'402 CHF | 97.54% | 97.54% |
12.11.2024 | 0.39% | 9.14 CHF | 9.15 CHF | 10'000 | 10'000 | 10'000 | 5'839 | 87'377 CHF | 51'644 CHF | 95.13% | 95.13% |
11.11.2024 | 0.46% | 8.68 CHF | 8.69 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 75'961 CHF | 45'312 CHF | 99.56% | 99.56% |
08.11.2024 | 0.57% | 6.58 CHF | 6.59 CHF | 10'000 | 10'000 | 10'000 | 5'810 | 60'618 CHF | 35'667 CHF | 99.68% | 99.68% |