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 | 0.13% | 7.46 CHF | 7.47 CHF | 50'000 | 49'980 | 49'531 | 49'511 | 374'601 CHF | 374'947 CHF | 100.00% | 100.00% |
19.11.2024 | 0.14% | 7.43 CHF | 7.44 CHF | 50'000 | 49'980 | 49'525 | 49'505 | 368'350 CHF | 368'698 CHF | 99.30% | 99.30% |
18.11.2024 | 0.13% | 7.65 CHF | 7.66 CHF | 50'000 | 49'980 | 49'532 | 49'512 | 377'033 CHF | 377'378 CHF | 100.00% | 100.00% |
15.11.2024 | 0.13% | 7.63 CHF | 7.64 CHF | 50'000 | 49'980 | 50'000 | 49'980 | 386'977 CHF | 387'322 CHF | 73.30% | 73.30% |
14.11.2024 | 0.13% | 7.99 CHF | 8.00 CHF | 50'000 | 49'980 | 49'532 | 49'510 | 389'098 CHF | 389'421 CHF | 100.00% | 100.00% |
13.11.2024 | 0.13% | 7.78 CHF | 7.79 CHF | 50'000 | 49'980 | 49'524 | 49'504 | 384'027 CHF | 384'369 CHF | 98.46% | 98.46% |
12.11.2024 | 0.13% | 7.81 CHF | 7.82 CHF | 50'000 | 49'980 | 49'530 | 49'508 | 395'803 CHF | 396'128 CHF | 99.39% | 99.39% |
11.11.2024 | 0.12% | 8.24 CHF | 8.25 CHF | 50'000 | 49'980 | 49'531 | 49'511 | 409'024 CHF | 409'356 CHF | 100.00% | 100.00% |
08.11.2024 | 0.13% | 8.02 CHF | 8.03 CHF | 50'000 | 49'980 | 49'532 | 49'512 | 399'978 CHF | 400'314 CHF | 100.00% | 100.00% |
07.11.2024 | 0.12% | 8.29 CHF | 8.30 CHF | 50'000 | 49'980 | 49'532 | 49'512 | 412'219 CHF | 412'550 CHF | 100.00% | 100.00% |