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 | 0.12% | 7.85 CHF | 7.86 CHF | 140'400 | 140'400 | 140'400 | 140'400 | 1'134'150 CHF | 1'135'550 CHF | 100.00% | 100.00% |
19.11.2024 | 0.13% | 7.93 CHF | 7.94 CHF | 136'900 | 136'900 | 136'900 | 136'900 | 1'076'690 CHF | 1'078'060 CHF | 100.00% | 100.00% |
18.11.2024 | 0.12% | 8.29 CHF | 8.30 CHF | 136'400 | 136'400 | 136'399 | 136'399 | 1'120'490 CHF | 1'121'850 CHF | 99.02% | 99.02% |
15.11.2024 | 0.12% | 8.33 CHF | 8.34 CHF | 133'000 | 133'000 | 133'000 | 133'000 | 1'128'130 CHF | 1'129'460 CHF | 100.00% | 100.00% |
14.11.2024 | 0.12% | 8.64 CHF | 8.65 CHF | 140'700 | 140'700 | 140'700 | 140'700 | 1'190'850 CHF | 1'192'260 CHF | 99.08% | 99.08% |
13.11.2024 | 0.13% | 7.92 CHF | 7.93 CHF | 140'200 | 140'200 | 140'200 | 140'200 | 1'117'930 CHF | 1'119'330 CHF | 100.00% | 100.00% |
12.11.2024 | 0.12% | 8.02 CHF | 8.03 CHF | 130'500 | 130'500 | 130'500 | 130'500 | 1'101'800 CHF | 1'103'110 CHF | 100.00% | 100.00% |
11.11.2024 | 0.11% | 8.85 CHF | 8.86 CHF | 134'500 | 134'500 | 134'500 | 134'500 | 1'194'510 CHF | 1'195'860 CHF | 100.00% | 100.00% |
08.11.2024 | 0.12% | 8.47 CHF | 8.48 CHF | 130'300 | 130'300 | 130'300 | 130'300 | 1'119'620 CHF | 1'120'930 CHF | 100.00% | 100.00% |
07.11.2024 | 0.11% | 8.92 CHF | 8.93 CHF | 134'400 | 134'400 | 134'400 | 134'400 | 1'184'100 CHF | 1'185'440 CHF | 99.68% | 99.68% |