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 | 0.80% | 7.95 CHF | 8.01 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 48'860 CHF | 49'255 CHF | 100.00% | 100.00% |
19.11.2024 | 0.82% | 7.61 CHF | 7.67 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 47'014 CHF | 47'402 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 7.42 CHF | 7.48 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 49'293 CHF | 49'686 CHF | 100.00% | 100.00% |
15.11.2024 | 0.84% | 6.29 CHF | 6.34 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 49'180 CHF | 49'594 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 6.02 CHF | 6.07 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 44'249 CHF | 44'601 CHF | 100.00% | 100.00% |
13.11.2024 | 0.74% | 5.92 CHF | 5.96 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 46'924 CHF | 47'274 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 5.61 CHF | 5.66 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 42'842 CHF | 43'190 CHF | 100.00% | 100.00% |
11.11.2024 | 0.58% | 6.70 CHF | 6.74 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 62'095 CHF | 62'458 CHF | 100.00% | 100.00% |
08.11.2024 | 0.84% | 5.30 CHF | 5.34 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 42'454 CHF | 42'811 CHF | 100.00% | 100.00% |
07.11.2024 | 0.52% | 5.79 CHF | 5.82 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 57'831 CHF | 58'133 CHF | 100.00% | 100.00% |