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 | 0.28% | 7.04 CHF | 7.06 CHF | 56'000 | 56'000 | 55'114 | 55'114 | 391'320 CHF | 392'422 CHF | 100.00% | 100.00% |
19.11.2024 | 0.29% | 6.86 CHF | 6.88 CHF | 57'000 | 57'000 | 56'964 | 56'964 | 388'852 CHF | 389'992 CHF | 100.00% | 100.00% |
18.11.2024 | 0.29% | 6.89 CHF | 6.91 CHF | 56'000 | 56'000 | 56'881 | 56'881 | 390'227 CHF | 391'365 CHF | 100.00% | 100.00% |
15.11.2024 | 0.29% | 6.88 CHF | 6.90 CHF | 57'000 | 57'000 | 56'103 | 56'103 | 388'272 CHF | 389'394 CHF | 100.00% | 100.00% |
14.11.2024 | 0.29% | 6.96 CHF | 6.98 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 390'520 CHF | 391'640 CHF | 100.00% | 100.00% |
13.11.2024 | 0.28% | 7.02 CHF | 7.04 CHF | 56'000 | 56'000 | 55'680 | 55'680 | 391'668 CHF | 392'782 CHF | 100.00% | 100.00% |
12.11.2024 | 0.28% | 7.03 CHF | 7.05 CHF | 56'000 | 56'000 | 55'081 | 55'081 | 393'920 CHF | 395'022 CHF | 99.85% | 99.85% |
11.11.2024 | 0.27% | 7.26 CHF | 7.28 CHF | 54'000 | 54'000 | 54'014 | 54'014 | 392'441 CHF | 393'521 CHF | 99.64% | 99.64% |
08.11.2024 | 0.28% | 7.14 CHF | 7.16 CHF | 55'000 | 55'000 | 55'025 | 55'025 | 391'177 CHF | 392'278 CHF | 98.71% | 98.71% |
07.11.2024 | 0.28% | 7.13 CHF | 7.15 CHF | 55'000 | 55'000 | 55'021 | 55'021 | 392'786 CHF | 393'887 CHF | 100.00% | 100.00% |