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 | 0.14% | 7.28 CHF | 7.29 CHF | 18'000 | 18'000 | 17'831 | 17'831 | 129'677 CHF | 129'856 CHF | 100.00% | 100.00% |
19.11.2024 | 0.14% | 7.26 CHF | 7.27 CHF | 18'000 | 18'000 | 17'829 | 17'829 | 128'520 CHF | 128'699 CHF | 98.88% | 98.88% |
18.11.2024 | 0.14% | 7.04 CHF | 7.05 CHF | 18'000 | 18'000 | 18'093 | 18'093 | 126'781 CHF | 126'962 CHF | 100.00% | 100.00% |
15.11.2024 | 0.14% | 6.95 CHF | 6.96 CHF | 18'500 | 18'500 | 18'500 | 18'500 | 129'422 CHF | 129'607 CHF | 71.90% | 71.90% |
14.11.2024 | 0.14% | 7.25 CHF | 7.26 CHF | 18'000 | 18'000 | 17'831 | 17'831 | 128'257 CHF | 128'435 CHF | 100.00% | 100.00% |
13.11.2024 | 0.14% | 7.13 CHF | 7.14 CHF | 18'000 | 18'000 | 17'833 | 17'833 | 127'555 CHF | 127'733 CHF | 99.27% | 99.27% |
12.11.2024 | 0.14% | 7.40 CHF | 7.41 CHF | 18'000 | 18'000 | 17'475 | 17'475 | 130'671 CHF | 130'846 CHF | 100.00% | 100.00% |
11.11.2024 | 0.13% | 7.64 CHF | 7.65 CHF | 17'500 | 17'500 | 17'336 | 17'336 | 133'014 CHF | 133'188 CHF | 100.00% | 100.00% |
08.11.2024 | 0.14% | 7.43 CHF | 7.44 CHF | 18'000 | 18'000 | 17'737 | 17'737 | 132'601 CHF | 132'779 CHF | 100.00% | 100.00% |
07.11.2024 | 0.13% | 7.46 CHF | 7.47 CHF | 18'000 | 18'000 | 17'708 | 17'708 | 133'350 CHF | 133'527 CHF | 100.00% | 100.00% |