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 | 1.30% | 6.93 CHF | 7.02 CHF | 9'800 | 9'800 | 9'800 | 9'800 | 67'661 CHF | 68'543 CHF | 100.00% | 100.00% |
19.11.2024 | 1.49% | 5.99 CHF | 6.08 CHF | 10'200 | 10'200 | 9'988 | 9'988 | 59'924 CHF | 60'823 CHF | 99.89% | 99.89% |
18.11.2024 | 1.42% | 6.07 CHF | 6.16 CHF | 9'600 | 9'600 | 9'637 | 9'637 | 60'900 CHF | 61'767 CHF | 100.00% | 100.00% |
15.11.2024 | 1.42% | 6.22 CHF | 6.31 CHF | 9'500 | 9'500 | 9'500 | 9'500 | 59'661 CHF | 60'516 CHF | 100.00% | 100.00% |
14.11.2024 | 1.48% | 6.36 CHF | 6.45 CHF | 9'500 | 9'500 | 9'699 | 9'699 | 58'368 CHF | 59'241 CHF | 100.00% | 100.00% |
13.11.2024 | 1.41% | 6.30 CHF | 6.39 CHF | 9'700 | 9'700 | 9'700 | 9'700 | 61'358 CHF | 62'231 CHF | 100.00% | 100.00% |
12.11.2024 | 1.37% | 6.28 CHF | 6.37 CHF | 8'900 | 8'900 | 8'900 | 8'900 | 57'958 CHF | 58'759 CHF | 99.91% | 99.91% |
11.11.2024 | 1.40% | 7.08 CHF | 7.18 CHF | 8'700 | 8'700 | 8'700 | 8'700 | 61'848 CHF | 62'718 CHF | 100.00% | 100.00% |
08.11.2024 | 1.71% | 6.76 CHF | 6.88 CHF | 7'200 | 7'200 | 7'200 | 7'200 | 50'236 CHF | 51'100 CHF | 98.94% | 98.94% |
07.11.2024 | 1.18% | 8.74 CHF | 8.84 CHF | 8'900 | 8'900 | 8'900 | 8'900 | 75'288 CHF | 76'178 CHF | 100.00% | 100.00% |