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% | 7.77 CHF | 7.78 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 155'142 CHF | 155'342 CHF | 99.73% | 99.73% |
19.11.2024 | 0.13% | 7.74 CHF | 7.75 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 153'514 CHF | 153'714 CHF | 99.92% | 99.92% |
18.11.2024 | 0.13% | 7.47 CHF | 7.48 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 148'489 CHF | 148'689 CHF | 100.00% | 100.00% |
15.11.2024 | 0.14% | 7.35 CHF | 7.36 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 147'894 CHF | 148'094 CHF | 100.00% | 100.00% |
14.11.2024 | 0.13% | 7.73 CHF | 7.74 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 153'090 CHF | 153'290 CHF | 100.00% | 100.00% |
13.11.2024 | 0.13% | 7.57 CHF | 7.58 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 152'118 CHF | 152'318 CHF | 99.29% | 99.29% |
12.11.2024 | 0.12% | 7.92 CHF | 7.93 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 160'248 CHF | 160'448 CHF | 100.00% | 100.00% |
11.11.2024 | 0.12% | 8.23 CHF | 8.24 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 165'098 CHF | 165'298 CHF | 99.66% | 99.66% |
08.11.2024 | 0.12% | 7.96 CHF | 7.97 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 160'173 CHF | 160'373 CHF | 100.00% | 100.00% |
07.11.2024 | 0.12% | 7.99 CHF | 8.00 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 161'528 CHF | 161'728 CHF | 99.70% | 99.70% |