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 | 0.14% | 7.23 CHF | 7.24 CHF | 72'000 | 72'000 | 71'812 | 71'812 | 524'062 CHF | 524'780 CHF | 100.00% | 100.00% |
19.11.2024 | 0.14% | 7.17 CHF | 7.18 CHF | 74'000 | 74'000 | 73'695 | 73'695 | 523'493 CHF | 524'230 CHF | 100.00% | 100.00% |
18.11.2024 | 0.14% | 7.15 CHF | 7.16 CHF | 74'000 | 74'000 | 73'695 | 73'695 | 524'480 CHF | 525'217 CHF | 100.00% | 100.00% |
15.11.2024 | 0.14% | 7.07 CHF | 7.08 CHF | 74'000 | 74'000 | 73'655 | 73'655 | 525'605 CHF | 526'342 CHF | 100.00% | 100.00% |
14.11.2024 | 0.14% | 7.23 CHF | 7.24 CHF | 72'000 | 72'000 | 72'312 | 72'312 | 521'045 CHF | 521'768 CHF | 100.00% | 100.00% |
13.11.2024 | 0.14% | 7.17 CHF | 7.18 CHF | 74'000 | 74'000 | 73'563 | 73'563 | 524'902 CHF | 525'637 CHF | 100.00% | 100.00% |
12.11.2024 | 0.14% | 7.26 CHF | 7.27 CHF | 72'000 | 72'000 | 71'703 | 71'703 | 522'379 CHF | 523'096 CHF | 100.00% | 100.00% |
11.11.2024 | 0.14% | 7.31 CHF | 7.32 CHF | 72'000 | 72'000 | 71'703 | 71'703 | 528'214 CHF | 528'931 CHF | 100.00% | 100.00% |
08.11.2024 | 0.14% | 7.32 CHF | 7.33 CHF | 72'000 | 72'000 | 71'700 | 71'700 | 524'930 CHF | 525'648 CHF | 99.18% | 99.18% |
07.11.2024 | 0.14% | 7.29 CHF | 7.30 CHF | 72'000 | 72'000 | 72'441 | 72'441 | 522'007 CHF | 522'731 CHF | 100.00% | 100.00% |