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 | 1.02% | 6.72 CHF | 6.79 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 33'709 CHF | 34'054 CHF | 100.00% | 100.00% |
19.11.2024 | 1.02% | 6.66 CHF | 6.73 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 33'211 CHF | 33'551 CHF | 100.00% | 100.00% |
18.11.2024 | 1.04% | 6.66 CHF | 6.73 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 33'215 CHF | 33'561 CHF | 100.00% | 100.00% |
15.11.2024 | 1.01% | 6.66 CHF | 6.73 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 34'068 CHF | 34'412 CHF | 100.00% | 100.00% |
14.11.2024 | 1.02% | 7.07 CHF | 7.14 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 35'564 CHF | 35'931 CHF | 100.00% | 100.00% |
13.11.2024 | 1.09% | 7.11 CHF | 7.19 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 35'570 CHF | 35'961 CHF | 100.00% | 100.00% |
12.11.2024 | 1.01% | 7.16 CHF | 7.23 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 36'082 CHF | 36'449 CHF | 100.00% | 100.00% |
11.11.2024 | 1.06% | 7.28 CHF | 7.35 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 36'487 CHF | 36'877 CHF | 100.00% | 100.00% |
08.11.2024 | 1.05% | 7.24 CHF | 7.32 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 35'961 CHF | 36'342 CHF | 100.00% | 100.00% |
07.11.2024 | 1.05% | 7.24 CHF | 7.31 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 36'313 CHF | 36'697 CHF | 100.00% | 100.00% |