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% | 7.30 CHF | 7.32 CHF | 56'000 | 56'000 | 55'113 | 55'113 | 405'686 CHF | 406'788 CHF | 100.00% | 100.00% |
19.11.2024 | 0.28% | 7.12 CHF | 7.14 CHF | 57'000 | 57'000 | 56'964 | 56'964 | 403'663 CHF | 404'802 CHF | 100.00% | 100.00% |
18.11.2024 | 0.28% | 7.15 CHF | 7.17 CHF | 56'000 | 56'000 | 56'881 | 56'881 | 405'019 CHF | 406'156 CHF | 100.00% | 100.00% |
15.11.2024 | 0.28% | 7.14 CHF | 7.16 CHF | 57'000 | 57'000 | 56'103 | 56'103 | 402'860 CHF | 403'982 CHF | 100.00% | 100.00% |
14.11.2024 | 0.28% | 7.22 CHF | 7.24 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 405'080 CHF | 406'200 CHF | 100.00% | 100.00% |
13.11.2024 | 0.27% | 7.28 CHF | 7.30 CHF | 56'000 | 56'000 | 55'680 | 55'680 | 406'207 CHF | 407'321 CHF | 100.00% | 100.00% |
12.11.2024 | 0.27% | 7.29 CHF | 7.31 CHF | 56'000 | 56'000 | 55'081 | 55'081 | 408'242 CHF | 409'344 CHF | 99.85% | 99.85% |
11.11.2024 | 0.27% | 7.52 CHF | 7.54 CHF | 54'000 | 54'000 | 54'015 | 54'015 | 406'487 CHF | 407'567 CHF | 99.68% | 99.68% |
08.11.2024 | 0.27% | 7.40 CHF | 7.42 CHF | 55'000 | 55'000 | 55'025 | 55'025 | 405'481 CHF | 406'582 CHF | 98.79% | 98.79% |
07.11.2024 | 0.27% | 7.39 CHF | 7.41 CHF | 55'000 | 55'000 | 55'021 | 55'021 | 407'092 CHF | 408'192 CHF | 100.00% | 100.00% |