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% | 7.40 CHF | 7.41 CHF | 100'000 | 100'000 | 99'065 | 99'061 | 718'448 CHF | 719'410 CHF | 100.00% | 100.00% |
19.11.2024 | 0.14% | 7.17 CHF | 7.18 CHF | 100'000 | 100'000 | 99'048 | 99'044 | 715'975 CHF | 716'938 CHF | 98.67% | 98.67% |
18.11.2024 | 0.14% | 7.10 CHF | 7.11 CHF | 100'000 | 100'000 | 99'064 | 99'058 | 690'655 CHF | 691'600 CHF | 100.00% | 100.00% |
15.11.2024 | 0.15% | 6.77 CHF | 6.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 673'227 CHF | 674'227 CHF | 70.89% | 70.89% |
14.11.2024 | 0.15% | 6.76 CHF | 6.77 CHF | 100'000 | 100'000 | 99'059 | 99'059 | 656'730 CHF | 657'722 CHF | 100.00% | 100.00% |
13.11.2024 | 0.14% | 7.01 CHF | 7.02 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 698'983 CHF | 699'975 CHF | 99.99% | 99.99% |
12.11.2024 | 0.14% | 6.98 CHF | 6.99 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 692'915 CHF | 693'907 CHF | 100.00% | 100.00% |
11.11.2024 | 0.14% | 7.10 CHF | 7.11 CHF | 100'000 | 100'000 | 99'126 | 99'126 | 735'305 CHF | 736'297 CHF | 99.94% | 99.94% |
08.11.2024 | 0.13% | 7.68 CHF | 7.69 CHF | 100'000 | 100'000 | 99'215 | 99'215 | 764'523 CHF | 765'516 CHF | 99.84% | 99.84% |
07.11.2024 | 0.13% | 7.77 CHF | 7.78 CHF | 100'000 | 100'000 | 99'519 | 99'519 | 756'215 CHF | 757'211 CHF | 99.50% | 99.50% |