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 | 0.16% | 6.26 CHF | 6.27 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 62'600 CHF | 62'700 CHF | 1.09% | 1.09% |
20.11.2024 | 0.15% | 6.47 CHF | 6.48 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 64'700 CHF | 64'800 CHF | 0.57% | 0.57% |
19.11.2024 | 0.15% | 6.72 CHF | 6.73 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 67'200 CHF | 67'300 CHF | 1.50% | 1.50% |
18.11.2024 | 0.16% | 6.18 CHF | 6.19 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 61'800 CHF | 61'900 CHF | 1.11% | 1.11% |
15.11.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
14.11.2024 | 0.14% | 7.00 CHF | 7.01 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 70'000 CHF | 70'100 CHF | 6.20% | 6.20% |
13.11.2024 | 0.13% | 7.10 CHF | 7.11 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 76'222 CHF | 76'322 CHF | 78.30% | 78.30% |
12.11.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |