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 | 0.75% | 7.86 CHF | 7.92 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 39'660 CHF | 39'957 CHF | 99.94% | 99.94% |
19.11.2024 | 0.71% | 7.92 CHF | 7.98 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 39'558 CHF | 39'840 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 8.06 CHF | 8.12 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 40'268 CHF | 40'589 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 8.14 CHF | 8.21 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 40'955 CHF | 41'294 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 8.14 CHF | 8.21 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 40'402 CHF | 40'724 CHF | 100.00% | 100.00% |
13.11.2024 | 0.78% | 7.99 CHF | 8.05 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 40'114 CHF | 40'428 CHF | 100.00% | 100.00% |
12.11.2024 | 0.77% | 7.98 CHF | 8.04 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 40'432 CHF | 40'744 CHF | 100.00% | 100.00% |
11.11.2024 | 0.78% | 8.20 CHF | 8.27 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 41'074 CHF | 41'396 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 8.09 CHF | 8.16 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 40'667 CHF | 40'995 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 8.20 CHF | 8.27 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 40'950 CHF | 41'275 CHF | 100.00% | 100.00% |