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 | 0.15% | 6.84 CHF | 6.85 CHF | 70'000 | 70'000 | 69'343 | 69'343 | 481'717 CHF | 482'411 CHF | 100.00% | 100.00% |
19.11.2024 | 0.15% | 6.81 CHF | 6.82 CHF | 70'000 | 70'000 | 69'338 | 69'338 | 472'908 CHF | 473'602 CHF | 99.30% | 99.30% |
18.11.2024 | 0.14% | 7.04 CHF | 7.05 CHF | 70'000 | 70'000 | 69'345 | 69'345 | 485'114 CHF | 485'808 CHF | 100.00% | 100.00% |
15.11.2024 | 0.14% | 7.01 CHF | 7.02 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 498'621 CHF | 499'321 CHF | 73.21% | 73.21% |
14.11.2024 | 0.14% | 7.37 CHF | 7.38 CHF | 70'000 | 70'000 | 69'345 | 69'343 | 502'041 CHF | 502'715 CHF | 100.00% | 100.00% |
13.11.2024 | 0.14% | 7.16 CHF | 7.17 CHF | 70'000 | 70'000 | 69'334 | 69'334 | 494'922 CHF | 495'616 CHF | 98.47% | 98.47% |
12.11.2024 | 0.14% | 7.19 CHF | 7.20 CHF | 70'000 | 70'000 | 69'343 | 69'340 | 511'376 CHF | 512'049 CHF | 99.39% | 99.39% |
11.11.2024 | 0.13% | 7.62 CHF | 7.63 CHF | 70'000 | 70'000 | 69'343 | 69'343 | 529'972 CHF | 530'666 CHF | 100.00% | 100.00% |
08.11.2024 | 0.14% | 7.41 CHF | 7.42 CHF | 70'000 | 70'000 | 69'345 | 69'345 | 517'262 CHF | 517'957 CHF | 100.00% | 100.00% |
07.11.2024 | 0.13% | 7.67 CHF | 7.68 CHF | 70'000 | 70'000 | 69'344 | 69'344 | 534'332 CHF | 535'026 CHF | 100.00% | 100.00% |