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% | 7.40 CHF | 7.41 CHF | 50'000 | 46'000 | 49'531 | 45'572 | 371'771 CHF | 342'517 CHF | 100.00% | 100.00% |
19.11.2024 | 0.14% | 7.37 CHF | 7.38 CHF | 50'000 | 46'000 | 49'529 | 45'570 | 365'488 CHF | 336'736 CHF | 99.31% | 99.31% |
18.11.2024 | 0.13% | 7.60 CHF | 7.61 CHF | 50'000 | 46'000 | 49'530 | 45'572 | 374'222 CHF | 344'771 CHF | 100.00% | 100.00% |
15.11.2024 | 0.13% | 7.57 CHF | 7.58 CHF | 50'000 | 46'000 | 50'000 | 46'000 | 384'101 CHF | 353'833 CHF | 72.92% | 72.92% |
14.11.2024 | 0.13% | 7.93 CHF | 7.94 CHF | 50'000 | 46'000 | 49'532 | 45'571 | 386'279 CHF | 355'842 CHF | 100.00% | 100.00% |
13.11.2024 | 0.13% | 7.72 CHF | 7.73 CHF | 50'000 | 46'000 | 49'524 | 45'566 | 381'168 CHF | 351'163 CHF | 98.47% | 98.47% |
12.11.2024 | 0.13% | 7.75 CHF | 7.76 CHF | 50'000 | 46'000 | 49'531 | 45'569 | 392'914 CHF | 361'941 CHF | 99.39% | 99.39% |
11.11.2024 | 0.12% | 8.18 CHF | 8.19 CHF | 50'000 | 46'000 | 49'532 | 45'574 | 406'211 CHF | 374'204 CHF | 100.00% | 100.00% |
08.11.2024 | 0.13% | 7.97 CHF | 7.98 CHF | 50'000 | 46'000 | 49'534 | 45'575 | 397'148 CHF | 365'865 CHF | 100.00% | 100.00% |
07.11.2024 | 0.12% | 8.23 CHF | 8.24 CHF | 50'000 | 46'000 | 49'530 | 45'572 | 409'298 CHF | 377'045 CHF | 100.00% | 100.00% |