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% | 7.54 CHF | 7.55 CHF | 100'000 | 100'000 | 99'415 | 99'415 | 735'556 CHF | 736'551 CHF | 99.60% | 99.60% |
19.11.2024 | 0.14% | 7.32 CHF | 7.33 CHF | 100'000 | 100'000 | 99'045 | 99'045 | 730'426 CHF | 731'417 CHF | 98.67% | 98.67% |
18.11.2024 | 0.14% | 7.25 CHF | 7.26 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 705'176 CHF | 706'168 CHF | 100.00% | 100.00% |
15.11.2024 | 0.15% | 6.92 CHF | 6.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 687'900 CHF | 688'900 CHF | 70.79% | 70.79% |
14.11.2024 | 0.15% | 6.91 CHF | 6.92 CHF | 100'000 | 100'000 | 99'053 | 99'053 | 671'043 CHF | 672'034 CHF | 100.00% | 100.00% |
13.11.2024 | 0.14% | 7.15 CHF | 7.16 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 713'406 CHF | 714'398 CHF | 100.00% | 100.00% |
12.11.2024 | 0.14% | 7.13 CHF | 7.14 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 707'352 CHF | 708'344 CHF | 100.00% | 100.00% |
11.11.2024 | 0.13% | 7.25 CHF | 7.26 CHF | 100'000 | 100'000 | 99'126 | 99'126 | 749'688 CHF | 750'680 CHF | 99.93% | 99.93% |
08.11.2024 | 0.13% | 7.83 CHF | 7.84 CHF | 100'000 | 100'000 | 99'215 | 99'215 | 778'807 CHF | 779'800 CHF | 99.84% | 99.84% |
07.11.2024 | 0.13% | 7.91 CHF | 7.92 CHF | 100'000 | 100'000 | 99'519 | 99'519 | 770'378 CHF | 771'374 CHF | 99.51% | 99.51% |