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% | 7.83 CHF | 7.84 CHF | 18'000 | 18'000 | 17'831 | 17'831 | 139'416 CHF | 139'594 CHF | 100.00% | 100.00% |
19.11.2024 | 0.13% | 7.81 CHF | 7.82 CHF | 18'000 | 18'000 | 17'828 | 17'828 | 138'269 CHF | 138'447 CHF | 98.88% | 98.88% |
18.11.2024 | 0.13% | 7.59 CHF | 7.60 CHF | 18'000 | 18'000 | 18'092 | 18'092 | 136'636 CHF | 136'817 CHF | 100.00% | 100.00% |
15.11.2024 | 0.13% | 7.49 CHF | 7.50 CHF | 18'500 | 18'500 | 18'500 | 18'500 | 139'525 CHF | 139'710 CHF | 71.64% | 71.64% |
14.11.2024 | 0.13% | 7.80 CHF | 7.81 CHF | 18'000 | 18'000 | 17'830 | 17'830 | 137'946 CHF | 138'124 CHF | 100.00% | 100.00% |
13.11.2024 | 0.13% | 7.67 CHF | 7.68 CHF | 18'000 | 18'000 | 17'834 | 17'834 | 137'285 CHF | 137'463 CHF | 99.27% | 99.27% |
12.11.2024 | 0.13% | 7.95 CHF | 7.96 CHF | 18'000 | 18'000 | 17'479 | 17'479 | 140'253 CHF | 140'428 CHF | 100.00% | 100.00% |
11.11.2024 | 0.12% | 8.19 CHF | 8.20 CHF | 17'500 | 17'500 | 17'337 | 17'337 | 142'479 CHF | 142'653 CHF | 100.00% | 100.00% |
08.11.2024 | 0.13% | 7.98 CHF | 7.99 CHF | 18'000 | 18'000 | 17'735 | 17'735 | 142'264 CHF | 142'442 CHF | 100.00% | 100.00% |
07.11.2024 | 0.13% | 8.00 CHF | 8.01 CHF | 18'000 | 18'000 | 17'709 | 17'709 | 142'989 CHF | 143'166 CHF | 100.00% | 100.00% |