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 | 0.13% | 7.73 CHF | 7.74 CHF | 34'000 | 34'000 | 33'859 | 33'859 | 263'576 CHF | 263'915 CHF | 99.44% | 99.44% |
19.11.2024 | 0.13% | 7.73 CHF | 7.74 CHF | 34'000 | 34'000 | 33'917 | 33'917 | 261'233 CHF | 261'572 CHF | 100.00% | 100.00% |
18.11.2024 | 0.13% | 7.76 CHF | 7.77 CHF | 34'000 | 34'000 | 33'860 | 33'860 | 261'895 CHF | 262'233 CHF | 99.88% | 99.88% |
15.11.2024 | 0.13% | 7.74 CHF | 7.75 CHF | 34'000 | 34'000 | 33'860 | 33'860 | 262'231 CHF | 262'570 CHF | 100.00% | 100.00% |
14.11.2024 | 0.13% | 7.73 CHF | 7.74 CHF | 34'000 | 34'000 | 34'283 | 34'283 | 262'990 CHF | 263'333 CHF | 98.50% | 98.50% |
13.11.2024 | 0.13% | 7.64 CHF | 7.65 CHF | 35'000 | 35'000 | 34'099 | 34'099 | 261'326 CHF | 261'667 CHF | 100.00% | 100.00% |
12.11.2024 | 0.13% | 7.65 CHF | 7.66 CHF | 35'000 | 35'000 | 33'863 | 33'863 | 262'378 CHF | 262'717 CHF | 99.90% | 99.90% |
11.11.2024 | 0.13% | 7.86 CHF | 7.87 CHF | 34'000 | 34'000 | 33'747 | 33'747 | 266'101 CHF | 266'439 CHF | 100.00% | 100.00% |
08.11.2024 | 0.13% | 7.70 CHF | 7.71 CHF | 34'000 | 34'000 | 33'858 | 33'858 | 262'034 CHF | 262'373 CHF | 99.05% | 99.05% |
07.11.2024 | 0.13% | 7.80 CHF | 7.81 CHF | 34'000 | 34'000 | 33'842 | 33'842 | 262'748 CHF | 263'086 CHF | 100.00% | 100.00% |