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 | 1.31% | 5.82 CHF | 5.90 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 59'776 CHF | 60'564 CHF | 100.00% | 100.00% |
19.11.2024 | 1.36% | 5.90 CHF | 5.98 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 58'251 CHF | 59'051 CHF | 100.00% | 100.00% |
18.11.2024 | 1.37% | 6.05 CHF | 6.13 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 54'910 CHF | 55'669 CHF | 100.00% | 100.00% |
15.11.2024 | 1.32% | 6.22 CHF | 6.30 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 56'996 CHF | 57'752 CHF | 100.00% | 100.00% |
14.11.2024 | 1.36% | 6.28 CHF | 6.37 CHF | 10'000 | 10'000 | 9'953 | 9'953 | 61'389 CHF | 62'223 CHF | 100.00% | 100.00% |
13.11.2024 | 1.37% | 6.08 CHF | 6.16 CHF | 9'000 | 9'000 | 8'977 | 8'977 | 55'349 CHF | 56'110 CHF | 100.00% | 100.00% |
12.11.2024 | 1.40% | 6.27 CHF | 6.36 CHF | 9'000 | 9'000 | 8'977 | 8'977 | 58'245 CHF | 59'062 CHF | 100.00% | 100.00% |
11.11.2024 | 1.26% | 6.86 CHF | 6.95 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 61'586 CHF | 62'370 CHF | 100.00% | 100.00% |
08.11.2024 | 1.33% | 6.49 CHF | 6.57 CHF | 9'000 | 9'000 | 8'977 | 8'977 | 57'916 CHF | 58'687 CHF | 100.00% | 100.00% |
07.11.2024 | 1.30% | 6.47 CHF | 6.55 CHF | 9'000 | 9'000 | 8'956 | 8'956 | 58'648 CHF | 59'410 CHF | 100.00% | 100.00% |