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% | 7.47 CHF | 7.48 CHF | 33'500 | 33'500 | 32'720 | 32'720 | 246'265 CHF | 246'593 CHF | 100.00% | 100.00% |
19.11.2024 | 0.13% | 7.46 CHF | 7.47 CHF | 33'500 | 33'500 | 32'872 | 32'872 | 245'998 CHF | 246'327 CHF | 98.88% | 98.88% |
18.11.2024 | 0.14% | 7.51 CHF | 7.52 CHF | 33'000 | 33'000 | 33'036 | 33'036 | 246'799 CHF | 247'130 CHF | 100.00% | 100.00% |
15.11.2024 | 0.13% | 7.46 CHF | 7.47 CHF | 33'500 | 33'500 | 33'479 | 33'479 | 248'566 CHF | 248'901 CHF | 71.80% | 71.80% |
14.11.2024 | 0.14% | 7.40 CHF | 7.41 CHF | 33'500 | 33'500 | 33'571 | 33'571 | 246'111 CHF | 246'447 CHF | 100.00% | 100.00% |
13.11.2024 | 0.14% | 7.26 CHF | 7.27 CHF | 34'500 | 34'500 | 34'066 | 34'066 | 246'824 CHF | 247'165 CHF | 99.57% | 99.57% |
12.11.2024 | 0.14% | 7.16 CHF | 7.17 CHF | 34'500 | 34'500 | 34'047 | 34'047 | 246'431 CHF | 246'772 CHF | 100.00% | 100.00% |
11.11.2024 | 0.14% | 7.35 CHF | 7.36 CHF | 34'000 | 34'000 | 33'682 | 33'682 | 247'146 CHF | 247'483 CHF | 100.00% | 100.00% |
08.11.2024 | 0.14% | 7.20 CHF | 7.21 CHF | 34'500 | 34'500 | 34'143 | 34'143 | 246'502 CHF | 246'843 CHF | 100.00% | 100.00% |
07.11.2024 | 0.14% | 7.32 CHF | 7.33 CHF | 34'000 | 34'000 | 33'576 | 33'576 | 246'478 CHF | 246'814 CHF | 100.00% | 100.00% |