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% | 7.69 CHF | 7.70 CHF | 50'000 | 50'000 | 49'531 | 49'529 | 373'539 CHF | 374'025 CHF | 100.00% | 100.00% |
19.11.2024 | 0.13% | 7.46 CHF | 7.47 CHF | 50'000 | 50'000 | 49'530 | 49'528 | 372'313 CHF | 372'792 CHF | 98.66% | 98.66% |
18.11.2024 | 0.14% | 7.39 CHF | 7.40 CHF | 50'000 | 50'000 | 49'532 | 49'530 | 359'676 CHF | 360'156 CHF | 100.00% | 100.00% |
15.11.2024 | 0.14% | 7.06 CHF | 7.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 351'101 CHF | 351'601 CHF | 70.88% | 70.88% |
14.11.2024 | 0.15% | 7.05 CHF | 7.06 CHF | 50'000 | 50'000 | 49'529 | 49'529 | 342'631 CHF | 343'127 CHF | 100.00% | 100.00% |
13.11.2024 | 0.14% | 7.30 CHF | 7.31 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 363'752 CHF | 364'248 CHF | 100.00% | 100.00% |
12.11.2024 | 0.14% | 7.27 CHF | 7.28 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 360'704 CHF | 361'200 CHF | 100.00% | 100.00% |
11.11.2024 | 0.13% | 7.39 CHF | 7.40 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 381'611 CHF | 382'107 CHF | 100.00% | 100.00% |
08.11.2024 | 0.13% | 7.97 CHF | 7.98 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 395'752 CHF | 396'248 CHF | 100.00% | 100.00% |
07.11.2024 | 0.13% | 8.05 CHF | 8.06 CHF | 50'000 | 50'000 | 49'528 | 49'528 | 390'366 CHF | 390'862 CHF | 100.00% | 100.00% |