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 | 0.26% | 7.50 CHF | 7.52 CHF | 41'000 | 41'000 | 40'993 | 40'993 | 310'990 CHF | 311'810 CHF | 100.00% | 100.00% |
19.11.2024 | 0.27% | 7.51 CHF | 7.53 CHF | 41'000 | 41'000 | 41'007 | 41'007 | 308'336 CHF | 309'156 CHF | 100.00% | 100.00% |
18.11.2024 | 0.26% | 7.74 CHF | 7.76 CHF | 40'000 | 40'000 | 40'480 | 40'480 | 311'290 CHF | 312'100 CHF | 100.00% | 100.00% |
15.11.2024 | 0.26% | 7.66 CHF | 7.68 CHF | 41'000 | 41'000 | 40'174 | 40'174 | 310'979 CHF | 311'782 CHF | 100.00% | 100.00% |
14.11.2024 | 0.26% | 7.73 CHF | 7.75 CHF | 40'000 | 40'000 | 40'838 | 40'838 | 310'187 CHF | 311'004 CHF | 100.00% | 100.00% |
13.11.2024 | 0.27% | 7.44 CHF | 7.46 CHF | 41'000 | 41'000 | 41'753 | 41'753 | 307'899 CHF | 308'734 CHF | 100.00% | 100.00% |
12.11.2024 | 0.27% | 7.24 CHF | 7.26 CHF | 42'000 | 42'000 | 41'164 | 41'164 | 306'377 CHF | 307'200 CHF | 99.87% | 99.87% |
11.11.2024 | 0.26% | 7.73 CHF | 7.75 CHF | 40'000 | 40'000 | 40'035 | 40'035 | 310'614 CHF | 311'415 CHF | 99.65% | 99.65% |
08.11.2024 | 0.27% | 7.65 CHF | 7.67 CHF | 41'000 | 41'000 | 39'103 | 39'103 | 305'477 CHF | 306'279 CHF | 98.72% | 98.72% |
07.11.2024 | 0.24% | 8.46 CHF | 8.48 CHF | 39'000 | 39'000 | 39'134 | 39'134 | 331'055 CHF | 331'838 CHF | 100.00% | 100.00% |