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 | 0.22% | 6.94 CHF | 6.95 CHF | 82'000 | 82'000 | 40'056 | 40'056 | 283'276 CHF | 283'830 CHF | 99.89% | 99.89% |
19.11.2024 | 0.22% | 6.99 CHF | 7.00 CHF | 82'000 | 82'000 | 40'104 | 40'104 | 281'331 CHF | 281'885 CHF | 100.00% | 100.00% |
18.11.2024 | 0.22% | 7.18 CHF | 7.19 CHF | 81'000 | 81'000 | 39'507 | 39'507 | 276'791 CHF | 277'343 CHF | 99.85% | 99.85% |
15.11.2024 | 0.22% | 6.81 CHF | 6.82 CHF | 83'000 | 83'000 | 40'291 | 40'291 | 279'482 CHF | 280'038 CHF | 99.99% | 99.99% |
14.11.2024 | 0.21% | 7.15 CHF | 7.16 CHF | 81'000 | 81'000 | 38'573 | 38'573 | 279'519 CHF | 280'048 CHF | 100.00% | 100.00% |
13.11.2024 | 0.21% | 7.33 CHF | 7.34 CHF | 80'000 | 80'000 | 38'781 | 38'781 | 288'307 CHF | 288'843 CHF | 100.00% | 100.00% |
12.11.2024 | 0.20% | 7.53 CHF | 7.54 CHF | 79'000 | 79'000 | 37'760 | 37'760 | 289'560 CHF | 290'080 CHF | 99.99% | 99.99% |
11.11.2024 | 0.20% | 7.77 CHF | 7.78 CHF | 77'000 | 77'000 | 37'181 | 37'181 | 289'353 CHF | 289'863 CHF | 100.00% | 100.00% |
08.11.2024 | 0.20% | 7.93 CHF | 7.94 CHF | 77'000 | 77'000 | 36'622 | 36'622 | 290'556 CHF | 291'058 CHF | 99.85% | 99.85% |
07.11.2024 | 0.20% | 7.82 CHF | 7.83 CHF | 77'000 | 77'000 | 38'192 | 38'192 | 295'350 CHF | 295'880 CHF | 100.00% | 100.00% |