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% | 7.95 CHF | 7.96 CHF | 50'000 | 50'000 | 49'529 | 49'529 | 386'428 CHF | 386'924 CHF | 100.00% | 100.00% |
19.11.2024 | 0.13% | 7.72 CHF | 7.73 CHF | 50'000 | 50'000 | 49'524 | 49'522 | 385'128 CHF | 385'606 CHF | 98.66% | 98.66% |
18.11.2024 | 0.13% | 7.65 CHF | 7.66 CHF | 50'000 | 50'000 | 49'532 | 49'530 | 372'597 CHF | 373'074 CHF | 100.00% | 100.00% |
15.11.2024 | 0.14% | 7.32 CHF | 7.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 364'139 CHF | 364'639 CHF | 70.90% | 70.90% |
14.11.2024 | 0.14% | 7.31 CHF | 7.32 CHF | 50'000 | 50'000 | 49'529 | 49'529 | 355'566 CHF | 356'062 CHF | 100.00% | 100.00% |
13.11.2024 | 0.13% | 7.56 CHF | 7.57 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 376'596 CHF | 377'091 CHF | 100.00% | 100.00% |
12.11.2024 | 0.13% | 7.53 CHF | 7.54 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 373'535 CHF | 374'031 CHF | 100.00% | 100.00% |
11.11.2024 | 0.13% | 7.65 CHF | 7.66 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 394'402 CHF | 394'897 CHF | 100.00% | 100.00% |
08.11.2024 | 0.12% | 8.23 CHF | 8.24 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 408'422 CHF | 408'918 CHF | 100.00% | 100.00% |
07.11.2024 | 0.12% | 8.31 CHF | 8.32 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 403'109 CHF | 403'605 CHF | 100.00% | 100.00% |