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 | 0.28% | 7.20 CHF | 7.22 CHF | 57'000 | 57'000 | 56'300 | 56'300 | 408'678 CHF | 409'804 CHF | 99.44% | 99.44% |
19.11.2024 | 0.28% | 7.19 CHF | 7.21 CHF | 57'000 | 57'000 | 56'857 | 56'857 | 410'323 CHF | 411'460 CHF | 100.00% | 100.00% |
18.11.2024 | 0.28% | 7.24 CHF | 7.26 CHF | 57'000 | 57'000 | 56'997 | 56'997 | 410'598 CHF | 411'738 CHF | 99.88% | 99.88% |
15.11.2024 | 0.28% | 7.19 CHF | 7.21 CHF | 57'000 | 57'000 | 57'000 | 57'000 | 408'114 CHF | 409'254 CHF | 100.00% | 100.00% |
14.11.2024 | 0.28% | 7.13 CHF | 7.15 CHF | 57'000 | 57'000 | 57'610 | 57'610 | 406'915 CHF | 408'067 CHF | 98.57% | 98.57% |
13.11.2024 | 0.29% | 6.99 CHF | 7.01 CHF | 58'000 | 58'000 | 58'000 | 58'000 | 404'623 CHF | 405'783 CHF | 100.00% | 100.00% |
12.11.2024 | 0.29% | 6.89 CHF | 6.91 CHF | 59'000 | 59'000 | 58'044 | 58'044 | 404'506 CHF | 405'667 CHF | 99.88% | 99.88% |
11.11.2024 | 0.28% | 7.08 CHF | 7.10 CHF | 57'000 | 57'000 | 57'635 | 57'635 | 407'427 CHF | 408'579 CHF | 100.00% | 100.00% |
08.11.2024 | 0.29% | 6.94 CHF | 6.96 CHF | 58'000 | 58'000 | 58'000 | 58'000 | 403'156 CHF | 404'316 CHF | 98.30% | 98.30% |
07.11.2024 | 0.28% | 7.05 CHF | 7.07 CHF | 58'000 | 58'000 | 57'549 | 57'549 | 407'052 CHF | 408'203 CHF | 100.00% | 100.00% |