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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 0.36% | 6.87 CHF | 6.89 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 69'897 CHF | 70'149 CHF | 100.00% | 100.00% |
25.11.2024 | 0.38% | 7.02 CHF | 7.05 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 69'646 CHF | 69'909 CHF | 100.00% | 100.00% |
22.11.2024 | 0.35% | 7.21 CHF | 7.24 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 73'600 CHF | 73'860 CHF | 100.00% | 100.00% |
20.11.2024 | 0.37% | 6.72 CHF | 6.75 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 67'021 CHF | 67'271 CHF | 100.00% | 100.00% |
19.11.2024 | 0.36% | 6.69 CHF | 6.71 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 65'991 CHF | 66'232 CHF | 100.00% | 100.00% |
18.11.2024 | 0.37% | 6.32 CHF | 6.34 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 62'639 CHF | 62'871 CHF | 100.00% | 100.00% |
15.11.2024 | 0.39% | 6.16 CHF | 6.19 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 62'297 CHF | 62'539 CHF | 100.00% | 100.00% |
14.11.2024 | 0.34% | 6.69 CHF | 6.71 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 65'904 CHF | 66'129 CHF | 100.00% | 100.00% |
13.11.2024 | 0.37% | 6.47 CHF | 6.49 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 65'191 CHF | 65'431 CHF | 100.00% | 100.00% |
12.11.2024 | 0.35% | 6.97 CHF | 7.00 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 63'993 CHF | 64'216 CHF | 100.00% | 100.00% |