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 | 0.53% | 5.82 CHF | 5.85 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 56'204 CHF | 56'504 CHF | 99.49% | 99.49% |
19.11.2024 | 0.50% | 5.98 CHF | 6.01 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 60'008 CHF | 60'308 CHF | 97.55% | 97.55% |
18.11.2024 | 0.54% | 5.45 CHF | 5.48 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 55'178 CHF | 55'478 CHF | 99.40% | 99.40% |
15.11.2024 | 0.52% | 5.65 CHF | 5.68 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 57'059 CHF | 57'359 CHF | 98.85% | 98.85% |
14.11.2024 | 0.82% | 5.80 CHF | 5.85 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 60'572 CHF | 61'072 CHF | 99.50% | 99.50% |
13.11.2024 | 0.47% | 6.78 CHF | 6.81 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 63'231 CHF | 63'531 CHF | 95.88% | 95.88% |
12.11.2024 | 0.51% | 6.24 CHF | 6.27 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 58'638 CHF | 58'938 CHF | 99.57% | 99.57% |
11.11.2024 | 0.82% | 5.55 CHF | 5.60 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 60'717 CHF | 61'217 CHF | 94.72% | 94.72% |
08.11.2024 | 0.44% | 7.00 CHF | 7.03 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 68'288 CHF | 68'588 CHF | 91.95% | 91.95% |
07.11.2024 | 0.17% | 6.00 CHF | 6.01 CHF | 10'000 | 1'000 | 10'000 | 1'000 | 57'722 CHF | 5'782 CHF | 58.32% | 58.32% |