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 | 0.43% | 7.30 CHF | 7.31 CHF | 29'000 | 29'000 | 13'431 | 13'431 | 97'863 CHF | 98'181 CHF | 99.44% | 99.44% |
19.11.2024 | 0.43% | 7.27 CHF | 7.28 CHF | 29'000 | 29'000 | 13'501 | 13'501 | 98'100 CHF | 98'419 CHF | 97.08% | 97.08% |
18.11.2024 | 0.42% | 7.42 CHF | 7.43 CHF | 29'000 | 29'000 | 13'412 | 13'412 | 100'018 CHF | 100'337 CHF | 99.68% | 99.68% |
15.11.2024 | 0.42% | 7.49 CHF | 7.50 CHF | 29'000 | 29'000 | 13'442 | 13'442 | 99'505 CHF | 99'825 CHF | 99.30% | 99.30% |
14.11.2024 | 0.41% | 7.54 CHF | 7.55 CHF | 29'000 | 29'000 | 13'022 | 13'022 | 98'692 CHF | 98'994 CHF | 97.75% | 97.75% |
13.11.2024 | 0.42% | 7.63 CHF | 7.64 CHF | 28'000 | 28'000 | 13'282 | 13'282 | 99'791 CHF | 100'108 CHF | 99.59% | 99.59% |
12.11.2024 | 0.41% | 7.48 CHF | 7.49 CHF | 29'000 | 29'000 | 13'153 | 13'153 | 99'513 CHF | 99'820 CHF | 99.45% | 99.45% |
11.11.2024 | 0.42% | 7.58 CHF | 7.59 CHF | 29'000 | 29'000 | 13'151 | 13'151 | 99'332 CHF | 99'645 CHF | 99.22% | 99.22% |
08.11.2024 | 0.43% | 7.41 CHF | 7.42 CHF | 29'000 | 29'000 | 13'532 | 13'532 | 98'161 CHF | 98'481 CHF | 97.97% | 97.97% |
07.11.2024 | 0.42% | 7.25 CHF | 7.26 CHF | 30'000 | 30'000 | 13'456 | 13'456 | 99'451 CHF | 99'769 CHF | 100.00% | 100.00% |