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 | 0.47% | 6.83 CHF | 6.87 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 48'041 CHF | 48'266 CHF | 100.00% | 100.00% |
19.11.2024 | 0.49% | 6.79 CHF | 6.82 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 45'887 CHF | 46'111 CHF | 100.00% | 100.00% |
18.11.2024 | 0.48% | 6.86 CHF | 6.90 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 46'920 CHF | 47'147 CHF | 100.00% | 100.00% |
15.11.2024 | 0.47% | 6.95 CHF | 6.98 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 48'964 CHF | 49'195 CHF | 100.00% | 100.00% |
14.11.2024 | 0.44% | 7.12 CHF | 7.15 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 47'612 CHF | 47'823 CHF | 100.00% | 100.00% |
13.11.2024 | 0.46% | 6.47 CHF | 6.50 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 46'233 CHF | 46'446 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 6.67 CHF | 6.70 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 41'214 CHF | 41'410 CHF | 100.00% | 100.00% |
11.11.2024 | 0.44% | 7.36 CHF | 7.39 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 44'650 CHF | 44'847 CHF | 100.00% | 100.00% |
08.11.2024 | 0.45% | 7.30 CHF | 7.34 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 44'213 CHF | 44'410 CHF | 100.00% | 100.00% |
07.11.2024 | 0.45% | 7.32 CHF | 7.36 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 44'304 CHF | 44'504 CHF | 100.00% | 100.00% |