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 | 0.49% | 6.58 CHF | 6.61 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 45'479 CHF | 45'701 CHF | 100.00% | 100.00% |
19.11.2024 | 0.55% | 6.32 CHF | 6.36 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 41'167 CHF | 41'394 CHF | 97.66% | 97.66% |
18.11.2024 | 0.49% | 7.79 CHF | 7.82 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 46'022 CHF | 46'249 CHF | 100.00% | 100.00% |
15.11.2024 | 0.48% | 7.71 CHF | 7.75 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 46'646 CHF | 46'873 CHF | 100.00% | 100.00% |
14.11.2024 | 0.40% | 8.16 CHF | 8.19 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 48'248 CHF | 48'443 CHF | 100.00% | 100.00% |
13.11.2024 | 0.44% | 7.96 CHF | 7.99 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 46'441 CHF | 46'644 CHF | 100.00% | 100.00% |
12.11.2024 | 0.42% | 8.39 CHF | 8.42 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 51'783 CHF | 52'000 CHF | 100.00% | 100.00% |
11.11.2024 | 0.38% | 8.91 CHF | 8.94 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 54'987 CHF | 55'199 CHF | 100.00% | 100.00% |
08.11.2024 | 0.40% | 8.76 CHF | 8.79 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 51'876 CHF | 52'083 CHF | 100.00% | 100.00% |
07.11.2024 | 0.40% | 8.53 CHF | 8.57 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 52'966 CHF | 53'176 CHF | 100.00% | 100.00% |