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 | 0.26% | 7.45 CHF | 7.47 CHF | 6'700 | 6'700 | 6'646 | 6'646 | 50'694 CHF | 50'827 CHF | 100.00% | 100.00% |
19.11.2024 | 0.25% | 7.93 CHF | 7.95 CHF | 6'300 | 6'300 | 6'256 | 6'256 | 50'742 CHF | 50'867 CHF | 100.00% | 100.00% |
18.11.2024 | 0.23% | 8.40 CHF | 8.42 CHF | 6'200 | 6'200 | 6'171 | 6'171 | 52'514 CHF | 52'638 CHF | 100.00% | 100.00% |
15.11.2024 | 0.23% | 8.58 CHF | 8.60 CHF | 6'300 | 6'300 | 6'231 | 6'231 | 53'460 CHF | 53'585 CHF | 100.00% | 100.00% |
14.11.2024 | 0.24% | 8.34 CHF | 8.36 CHF | 6'100 | 6'100 | 6'075 | 6'075 | 51'497 CHF | 51'619 CHF | 100.00% | 100.00% |
13.11.2024 | 0.23% | 8.64 CHF | 8.66 CHF | 7'200 | 7'200 | 7'080 | 7'080 | 62'769 CHF | 62'910 CHF | 99.79% | 99.79% |
12.11.2024 | 0.28% | 6.89 CHF | 6.91 CHF | 7'100 | 7'100 | 6'979 | 6'979 | 50'214 CHF | 50'353 CHF | 99.85% | 99.85% |
11.11.2024 | 0.27% | 7.45 CHF | 7.47 CHF | 7'300 | 7'300 | 7'325 | 7'325 | 54'958 CHF | 55'105 CHF | 99.69% | 99.69% |
08.11.2024 | 0.28% | 6.98 CHF | 7.00 CHF | 7'600 | 7'600 | 7'496 | 7'496 | 52'646 CHF | 52'796 CHF | 99.20% | 99.20% |
07.11.2024 | 0.29% | 7.06 CHF | 7.08 CHF | 8'300 | 8'300 | 8'283 | 8'283 | 57'930 CHF | 58'095 CHF | 99.39% | 99.39% |