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 | 0.41% | 7.10 CHF | 7.13 CHF | 8'600 | 8'600 | 8'516 | 8'516 | 62'208 CHF | 62'463 CHF | 100.00% | 100.00% |
19.11.2024 | 0.40% | 7.43 CHF | 7.46 CHF | 8'900 | 8'900 | 8'761 | 8'761 | 65'224 CHF | 65'487 CHF | 100.00% | 100.00% |
18.11.2024 | 0.42% | 7.15 CHF | 7.18 CHF | 8'700 | 8'700 | 8'650 | 8'650 | 62'349 CHF | 62'609 CHF | 100.00% | 100.00% |
15.11.2024 | 0.39% | 7.29 CHF | 7.32 CHF | 8'300 | 8'300 | 8'020 | 8'020 | 61'398 CHF | 61'638 CHF | 100.00% | 100.00% |
14.11.2024 | 0.39% | 7.90 CHF | 7.93 CHF | 8'100 | 8'100 | 8'118 | 8'118 | 62'116 CHF | 62'360 CHF | 100.00% | 100.00% |
13.11.2024 | 0.37% | 7.86 CHF | 7.89 CHF | 7'800 | 7'800 | 7'768 | 7'768 | 62'374 CHF | 62'607 CHF | 100.00% | 100.00% |
12.11.2024 | 0.36% | 8.00 CHF | 8.03 CHF | 7'300 | 7'300 | 7'270 | 7'270 | 60'671 CHF | 60'889 CHF | 99.85% | 99.85% |
11.11.2024 | 0.34% | 8.84 CHF | 8.87 CHF | 7'600 | 7'600 | 7'446 | 7'446 | 66'475 CHF | 66'698 CHF | 99.64% | 99.64% |
08.11.2024 | 0.35% | 8.39 CHF | 8.42 CHF | 7'400 | 7'400 | 7'357 | 7'357 | 63'213 CHF | 63'434 CHF | 99.45% | 99.45% |
07.11.2024 | 0.33% | 8.87 CHF | 8.90 CHF | 6'800 | 6'800 | 6'575 | 6'575 | 59'532 CHF | 59'729 CHF | 100.00% | 100.00% |