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 | 0.20% | 7.41 CHF | 7.42 CHF | 82'000 | 82'000 | 40'055 | 40'055 | 302'053 CHF | 302'606 CHF | 99.89% | 99.89% |
19.11.2024 | 0.21% | 7.46 CHF | 7.47 CHF | 82'000 | 82'000 | 40'105 | 40'105 | 300'095 CHF | 300'648 CHF | 100.00% | 100.00% |
18.11.2024 | 0.21% | 7.65 CHF | 7.66 CHF | 81'000 | 81'000 | 39'506 | 39'506 | 295'345 CHF | 295'897 CHF | 99.85% | 99.85% |
15.11.2024 | 0.21% | 7.28 CHF | 7.29 CHF | 83'000 | 83'000 | 40'291 | 40'291 | 298'450 CHF | 299'007 CHF | 99.99% | 99.99% |
14.11.2024 | 0.20% | 7.62 CHF | 7.63 CHF | 81'000 | 81'000 | 38'570 | 38'570 | 297'624 CHF | 298'154 CHF | 100.00% | 100.00% |
13.11.2024 | 0.20% | 7.80 CHF | 7.81 CHF | 80'000 | 80'000 | 38'781 | 38'781 | 306'456 CHF | 306'992 CHF | 100.00% | 100.00% |
12.11.2024 | 0.19% | 7.99 CHF | 8.00 CHF | 79'000 | 79'000 | 37'755 | 37'755 | 307'125 CHF | 307'645 CHF | 99.98% | 99.98% |
11.11.2024 | 0.19% | 8.24 CHF | 8.25 CHF | 77'000 | 77'000 | 37'181 | 37'181 | 306'642 CHF | 307'152 CHF | 100.00% | 100.00% |
08.11.2024 | 0.18% | 8.39 CHF | 8.40 CHF | 77'000 | 77'000 | 36'622 | 36'622 | 307'428 CHF | 307'930 CHF | 99.85% | 99.85% |
07.11.2024 | 0.19% | 8.28 CHF | 8.29 CHF | 77'000 | 77'000 | 38'192 | 38'192 | 312'982 CHF | 313'512 CHF | 100.00% | 100.00% |