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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.11.2024 | 0.57% | 5.97 CHF | 6.00 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 61'737 CHF | 62'088 CHF | 100.00% | 100.00% |
22.11.2024 | 0.46% | 6.95 CHF | 6.98 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 66'328 CHF | 66'632 CHF | 100.00% | 100.00% |
20.11.2024 | 0.52% | 5.52 CHF | 5.55 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 84'134 CHF | 84'571 CHF | 100.00% | 100.00% |
19.11.2024 | 0.54% | 5.61 CHF | 5.64 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 55'046 CHF | 55'342 CHF | 100.00% | 100.00% |
18.11.2024 | 0.55% | 5.66 CHF | 5.69 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 55'834 CHF | 56'141 CHF | 100.00% | 100.00% |
15.11.2024 | 0.56% | 5.85 CHF | 5.88 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 59'785 CHF | 60'119 CHF | 100.00% | 100.00% |
14.11.2024 | 0.53% | 6.63 CHF | 6.67 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 63'303 CHF | 63'639 CHF | 100.00% | 100.00% |
13.11.2024 | 0.57% | 6.11 CHF | 6.14 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 60'994 CHF | 61'343 CHF | 100.00% | 100.00% |
12.11.2024 | 0.56% | 6.38 CHF | 6.41 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 65'452 CHF | 65'823 CHF | 100.00% | 100.00% |
11.11.2024 | 0.53% | 6.85 CHF | 6.88 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 69'080 CHF | 69'447 CHF | 100.00% | 100.00% |