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 | 1.37% | 6.79 CHF | 6.88 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 60'021 CHF | 60'848 CHF | 100.00% | 100.00% |
19.11.2024 | 1.26% | 6.77 CHF | 6.86 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 61'468 CHF | 62'249 CHF | 100.00% | 100.00% |
18.11.2024 | 1.30% | 6.65 CHF | 6.74 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 59'152 CHF | 59'924 CHF | 100.00% | 100.00% |
15.11.2024 | 1.33% | 6.47 CHF | 6.55 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 57'292 CHF | 58'056 CHF | 100.00% | 100.00% |
14.11.2024 | 1.33% | 6.43 CHF | 6.52 CHF | 9'000 | 9'000 | 8'955 | 8'955 | 58'423 CHF | 59'197 CHF | 100.00% | 100.00% |
13.11.2024 | 1.29% | 6.59 CHF | 6.68 CHF | 9'000 | 9'000 | 8'977 | 8'977 | 58'711 CHF | 59'471 CHF | 100.00% | 100.00% |
12.11.2024 | 1.25% | 6.43 CHF | 6.50 CHF | 10'000 | 10'000 | 9'978 | 9'978 | 62'171 CHF | 62'947 CHF | 100.00% | 100.00% |
11.11.2024 | 1.42% | 5.90 CHF | 5.99 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 53'459 CHF | 54'226 CHF | 100.00% | 100.00% |
08.11.2024 | 1.32% | 6.29 CHF | 6.37 CHF | 9'000 | 9'000 | 8'978 | 8'978 | 57'026 CHF | 57'779 CHF | 100.00% | 100.00% |
07.11.2024 | 1.43% | 6.38 CHF | 6.46 CHF | 9'000 | 9'000 | 8'955 | 8'955 | 56'376 CHF | 57'177 CHF | 100.00% | 100.00% |