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 | 0.26% | 7.33 CHF | 7.35 CHF | 11'700 | 11'700 | 11'469 | 11'469 | 88'034 CHF | 88'263 CHF | 100.00% | 100.00% |
19.11.2024 | 0.27% | 7.18 CHF | 7.20 CHF | 10'800 | 10'800 | 10'687 | 10'687 | 78'057 CHF | 78'271 CHF | 100.00% | 100.00% |
18.11.2024 | 0.25% | 8.24 CHF | 8.26 CHF | 10'600 | 10'600 | 10'599 | 10'599 | 85'273 CHF | 85'485 CHF | 100.00% | 100.00% |
15.11.2024 | 0.24% | 8.09 CHF | 8.11 CHF | 10'800 | 10'800 | 10'681 | 10'681 | 87'589 CHF | 87'803 CHF | 100.00% | 100.00% |
14.11.2024 | 0.26% | 7.98 CHF | 8.00 CHF | 11'500 | 11'500 | 11'594 | 11'594 | 89'520 CHF | 89'752 CHF | 100.00% | 100.00% |
13.11.2024 | 0.28% | 7.28 CHF | 7.30 CHF | 12'000 | 12'000 | 11'898 | 11'898 | 86'358 CHF | 86'596 CHF | 100.00% | 100.00% |
12.11.2024 | 0.25% | 6.82 CHF | 6.84 CHF | 9'700 | 9'700 | 9'543 | 9'543 | 75'724 CHF | 75'915 CHF | 99.85% | 99.85% |
11.11.2024 | 0.21% | 9.25 CHF | 9.27 CHF | 9'200 | 9'200 | 9'192 | 9'192 | 87'794 CHF | 87'978 CHF | 99.64% | 99.64% |
08.11.2024 | 0.32% | 9.22 CHF | 9.25 CHF | 8'000 | 8'000 | 7'983 | 7'983 | 75'681 CHF | 75'920 CHF | 99.43% | 99.43% |
07.11.2024 | 0.18% | 11.42 CHF | 11.44 CHF | 8'400 | 8'400 | 8'514 | 8'514 | 92'181 CHF | 92'351 CHF | 100.00% | 100.00% |