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 | 0.27% | 7.21 CHF | 7.23 CHF | 56'000 | 56'000 | 55'113 | 55'113 | 400'842 CHF | 401'945 CHF | 100.00% | 100.00% |
19.11.2024 | 0.29% | 7.02 CHF | 7.04 CHF | 57'000 | 57'000 | 56'964 | 56'964 | 398'354 CHF | 399'493 CHF | 100.00% | 100.00% |
18.11.2024 | 0.28% | 7.06 CHF | 7.08 CHF | 56'000 | 56'000 | 56'881 | 56'881 | 399'805 CHF | 400'943 CHF | 100.00% | 100.00% |
15.11.2024 | 0.28% | 7.05 CHF | 7.07 CHF | 57'000 | 57'000 | 56'103 | 56'103 | 397'741 CHF | 398'864 CHF | 100.00% | 100.00% |
14.11.2024 | 0.28% | 7.13 CHF | 7.15 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 400'081 CHF | 401'201 CHF | 100.00% | 100.00% |
13.11.2024 | 0.28% | 7.19 CHF | 7.21 CHF | 56'000 | 56'000 | 55'680 | 55'680 | 401'259 CHF | 402'372 CHF | 100.00% | 100.00% |
12.11.2024 | 0.27% | 7.20 CHF | 7.22 CHF | 56'000 | 56'000 | 55'081 | 55'081 | 403'458 CHF | 404'560 CHF | 99.85% | 99.85% |
11.11.2024 | 0.27% | 7.44 CHF | 7.46 CHF | 54'000 | 54'000 | 54'014 | 54'014 | 401'970 CHF | 403'050 CHF | 99.73% | 99.73% |
08.11.2024 | 0.27% | 7.32 CHF | 7.34 CHF | 55'000 | 55'000 | 55'025 | 55'025 | 400'691 CHF | 401'792 CHF | 100.00% | 100.00% |
07.11.2024 | 0.27% | 7.30 CHF | 7.32 CHF | 55'000 | 55'000 | 55'021 | 55'021 | 402'328 CHF | 403'428 CHF | 100.00% | 100.00% |