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 | 0.15% | 7.10 CHF | 7.11 CHF | 100'000 | 100'000 | 99'060 | 99'057 | 688'880 CHF | 689'849 CHF | 100.00% | 100.00% |
19.11.2024 | 0.15% | 6.88 CHF | 6.89 CHF | 100'000 | 100'000 | 99'048 | 99'045 | 686'533 CHF | 687'502 CHF | 98.67% | 98.67% |
18.11.2024 | 0.15% | 6.80 CHF | 6.81 CHF | 100'000 | 100'000 | 99'064 | 99'057 | 661'073 CHF | 662'018 CHF | 100.00% | 100.00% |
15.11.2024 | 0.16% | 6.47 CHF | 6.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 643'347 CHF | 644'347 CHF | 70.80% | 70.80% |
14.11.2024 | 0.16% | 6.46 CHF | 6.47 CHF | 100'000 | 100'000 | 99'061 | 99'057 | 626'926 CHF | 627'890 CHF | 100.00% | 100.00% |
13.11.2024 | 0.15% | 6.71 CHF | 6.72 CHF | 100'000 | 100'000 | 99'062 | 99'061 | 669'538 CHF | 670'521 CHF | 99.99% | 99.99% |
12.11.2024 | 0.15% | 6.68 CHF | 6.69 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 663'527 CHF | 664'518 CHF | 100.00% | 100.00% |
11.11.2024 | 0.14% | 6.81 CHF | 6.82 CHF | 100'000 | 100'000 | 99'056 | 99'055 | 705'485 CHF | 706'469 CHF | 100.00% | 100.00% |
08.11.2024 | 0.14% | 7.39 CHF | 7.40 CHF | 100'000 | 100'000 | 99'215 | 99'215 | 735'461 CHF | 736'454 CHF | 99.84% | 99.84% |
07.11.2024 | 0.14% | 7.47 CHF | 7.48 CHF | 100'000 | 100'000 | 99'063 | 99'061 | 723'438 CHF | 724'419 CHF | 100.00% | 100.00% |