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 | 0.25% | 5.59 CHF | 5.60 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 57'159 CHF | 57'304 CHF | 100.00% | 100.00% |
19.11.2024 | 0.26% | 5.66 CHF | 5.67 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 57'407 CHF | 57'556 CHF | 100.00% | 100.00% |
18.11.2024 | 0.26% | 5.69 CHF | 5.70 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 57'058 CHF | 57'204 CHF | 100.00% | 100.00% |
15.11.2024 | 0.29% | 5.69 CHF | 5.71 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 57'637 CHF | 57'802 CHF | 100.00% | 100.00% |
14.11.2024 | 0.27% | 6.60 CHF | 6.62 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 64'671 CHF | 64'848 CHF | 100.00% | 100.00% |
13.11.2024 | 0.27% | 6.49 CHF | 6.51 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 65'739 CHF | 65'919 CHF | 100.00% | 100.00% |
12.11.2024 | 0.27% | 6.78 CHF | 6.79 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 67'979 CHF | 68'165 CHF | 100.00% | 100.00% |
11.11.2024 | 0.26% | 7.02 CHF | 7.04 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 70'726 CHF | 70'912 CHF | 100.00% | 100.00% |
08.11.2024 | 0.26% | 7.03 CHF | 7.05 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 71'067 CHF | 71'254 CHF | 100.00% | 100.00% |
07.11.2024 | 0.27% | 6.97 CHF | 6.99 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 70'066 CHF | 70'254 CHF | 100.00% | 100.00% |