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 | 0.40% | 6.60 CHF | 6.63 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 135'859 CHF | 136'406 CHF | 100.00% | 100.00% |
19.11.2024 | 0.44% | 6.63 CHF | 6.65 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 99'646 CHF | 100'082 CHF | 100.00% | 100.00% |
18.11.2024 | 0.40% | 7.15 CHF | 7.18 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 105'678 CHF | 106'105 CHF | 100.00% | 100.00% |
15.11.2024 | 0.40% | 6.98 CHF | 7.01 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 107'456 CHF | 107'885 CHF | 100.00% | 100.00% |
14.11.2024 | 0.35% | 7.14 CHF | 7.16 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 137'169 CHF | 137'649 CHF | 100.00% | 100.00% |
13.11.2024 | 0.36% | 6.52 CHF | 6.54 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 127'768 CHF | 128'227 CHF | 100.00% | 100.00% |
12.11.2024 | 0.39% | 6.10 CHF | 6.12 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 98'495 CHF | 98'878 CHF | 100.00% | 100.00% |
11.11.2024 | 0.34% | 7.23 CHF | 7.25 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 109'274 CHF | 109'651 CHF | 100.00% | 100.00% |
08.11.2024 | 0.42% | 7.09 CHF | 7.13 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 113'301 CHF | 113'775 CHF | 100.00% | 100.00% |
07.11.2024 | 0.32% | 9.38 CHF | 9.41 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 140'789 CHF | 141'242 CHF | 100.00% | 100.00% |