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% | 8.01 CHF | 8.02 CHF | 31'000 | 31'000 | 30'462 | 30'462 | 245'841 CHF | 246'146 CHF | 100.00% | 100.00% |
19.11.2024 | 0.13% | 8.00 CHF | 8.01 CHF | 31'000 | 31'000 | 30'654 | 30'654 | 246'147 CHF | 246'454 CHF | 98.87% | 98.87% |
18.11.2024 | 0.13% | 8.06 CHF | 8.07 CHF | 31'000 | 31'000 | 30'710 | 30'710 | 246'187 CHF | 246'494 CHF | 100.00% | 100.00% |
15.11.2024 | 0.13% | 8.00 CHF | 8.01 CHF | 31'000 | 31'000 | 31'080 | 31'080 | 247'652 CHF | 247'963 CHF | 71.83% | 71.83% |
14.11.2024 | 0.13% | 7.94 CHF | 7.95 CHF | 31'500 | 31'500 | 31'259 | 31'259 | 246'164 CHF | 246'477 CHF | 100.00% | 100.00% |
13.11.2024 | 0.13% | 7.80 CHF | 7.81 CHF | 32'000 | 32'000 | 31'667 | 31'667 | 246'683 CHF | 247'000 CHF | 99.56% | 99.56% |
12.11.2024 | 0.13% | 7.70 CHF | 7.71 CHF | 32'500 | 32'500 | 31'706 | 31'706 | 246'725 CHF | 247'042 CHF | 100.00% | 100.00% |
11.11.2024 | 0.13% | 7.89 CHF | 7.90 CHF | 31'500 | 31'500 | 31'205 | 31'205 | 245'961 CHF | 246'273 CHF | 100.00% | 100.00% |
08.11.2024 | 0.13% | 7.75 CHF | 7.76 CHF | 32'000 | 32'000 | 31'688 | 31'688 | 246'009 CHF | 246'326 CHF | 100.00% | 100.00% |
07.11.2024 | 0.13% | 7.86 CHF | 7.87 CHF | 31'500 | 31'500 | 31'216 | 31'216 | 246'138 CHF | 246'451 CHF | 100.00% | 100.00% |