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 | 0.46% | 4.93 CHF | 4.96 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 29'814 CHF | 29'952 CHF | 99.58% | 99.58% |
19.11.2024 | 0.45% | 5.03 CHF | 5.06 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 30'302 CHF | 30'441 CHF | 99.57% | 99.57% |
18.11.2024 | 0.46% | 5.15 CHF | 5.18 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 27'311 CHF | 27'436 CHF | 99.48% | 99.48% |
15.11.2024 | 0.45% | 5.75 CHF | 5.77 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 29'634 CHF | 29'766 CHF | 98.88% | 98.88% |
14.11.2024 | 0.41% | 6.26 CHF | 6.28 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 26'146 CHF | 26'253 CHF | 99.02% | 99.02% |
13.11.2024 | 0.38% | 7.11 CHF | 7.14 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 27'852 CHF | 27'957 CHF | 99.53% | 99.53% |
12.11.2024 | 0.38% | 7.13 CHF | 7.15 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 28'580 CHF | 28'690 CHF | 99.55% | 99.55% |
11.11.2024 | 0.36% | 7.41 CHF | 7.44 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 29'580 CHF | 29'685 CHF | 99.51% | 99.51% |
08.11.2024 | 0.37% | 7.11 CHF | 7.14 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 29'243 CHF | 29'351 CHF | 99.53% | 99.53% |
07.11.2024 | 0.35% | 7.32 CHF | 7.35 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 37'113 CHF | 37'242 CHF | 99.43% | 99.51% |