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 | 0.54% | 6.06 CHF | 6.09 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 62'946 CHF | 63'288 CHF | 99.47% | 99.53% |
19.11.2024 | 0.61% | 5.96 CHF | 6.00 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 60'338 CHF | 60'708 CHF | 99.49% | 99.49% |
18.11.2024 | 0.57% | 6.60 CHF | 6.64 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 64'780 CHF | 65'151 CHF | 99.58% | 99.58% |
15.11.2024 | 0.54% | 6.50 CHF | 6.53 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 64'535 CHF | 64'883 CHF | 98.88% | 98.88% |
14.11.2024 | 0.52% | 6.36 CHF | 6.39 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 61'626 CHF | 61'948 CHF | 99.56% | 99.56% |
13.11.2024 | 0.48% | 6.04 CHF | 6.07 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 63'286 CHF | 63'592 CHF | 99.59% | 99.59% |
12.11.2024 | 0.58% | 5.84 CHF | 5.88 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 57'516 CHF | 57'850 CHF | 99.53% | 99.53% |
11.11.2024 | 0.48% | 7.13 CHF | 7.16 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 72'290 CHF | 72'638 CHF | 99.58% | 99.58% |
08.11.2024 | 0.54% | 6.72 CHF | 6.75 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 61'857 CHF | 62'192 CHF | 99.50% | 99.50% |
07.11.2024 | 0.51% | 7.29 CHF | 7.33 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 65'870 CHF | 66'209 CHF | 99.52% | 99.52% |