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 | 0.45% | 5.64 CHF | 5.67 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 40'549 CHF | 40'729 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 5.66 CHF | 5.69 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 39'730 CHF | 39'916 CHF | 100.00% | 100.00% |
18.11.2024 | 0.46% | 5.84 CHF | 5.87 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 34'899 CHF | 35'060 CHF | 100.00% | 100.00% |
15.11.2024 | 0.44% | 5.94 CHF | 5.97 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 36'296 CHF | 36'455 CHF | 100.00% | 100.00% |
14.11.2024 | 0.39% | 6.08 CHF | 6.10 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 41'552 CHF | 41'716 CHF | 100.00% | 100.00% |
13.11.2024 | 0.41% | 5.66 CHF | 5.68 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 39'925 CHF | 40'090 CHF | 100.00% | 100.00% |
12.11.2024 | 0.39% | 5.85 CHF | 5.87 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 42'730 CHF | 42'898 CHF | 100.00% | 100.00% |
11.11.2024 | 0.39% | 5.98 CHF | 6.00 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 42'649 CHF | 42'815 CHF | 100.00% | 100.00% |
08.11.2024 | 0.41% | 5.82 CHF | 5.84 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 40'738 CHF | 40'904 CHF | 100.00% | 100.00% |
07.11.2024 | 0.38% | 5.96 CHF | 5.98 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 41'538 CHF | 41'697 CHF | 100.00% | 100.00% |