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 | 0.21% | 7.17 CHF | 7.18 CHF | 82'000 | 82'000 | 40'055 | 40'055 | 292'620 CHF | 293'173 CHF | 99.89% | 99.89% |
19.11.2024 | 0.21% | 7.22 CHF | 7.23 CHF | 82'000 | 82'000 | 40'104 | 40'104 | 290'713 CHF | 291'267 CHF | 100.00% | 100.00% |
18.11.2024 | 0.22% | 7.41 CHF | 7.42 CHF | 81'000 | 81'000 | 39'509 | 39'509 | 286'046 CHF | 286'598 CHF | 99.85% | 99.85% |
15.11.2024 | 0.21% | 7.04 CHF | 7.05 CHF | 83'000 | 83'000 | 40'290 | 40'290 | 288'961 CHF | 289'517 CHF | 99.99% | 99.99% |
14.11.2024 | 0.21% | 7.39 CHF | 7.40 CHF | 81'000 | 81'000 | 38'569 | 38'569 | 288'545 CHF | 289'074 CHF | 100.00% | 100.00% |
13.11.2024 | 0.20% | 7.57 CHF | 7.58 CHF | 80'000 | 80'000 | 38'782 | 38'782 | 297'349 CHF | 297'885 CHF | 100.00% | 100.00% |
12.11.2024 | 0.20% | 7.76 CHF | 7.77 CHF | 79'000 | 79'000 | 37'749 | 37'749 | 298'259 CHF | 298'779 CHF | 99.96% | 99.96% |
11.11.2024 | 0.19% | 8.00 CHF | 8.01 CHF | 77'000 | 77'000 | 37'181 | 37'181 | 297'986 CHF | 298'496 CHF | 100.00% | 100.00% |
08.11.2024 | 0.19% | 8.16 CHF | 8.17 CHF | 77'000 | 77'000 | 36'622 | 36'622 | 298'994 CHF | 299'497 CHF | 99.85% | 99.85% |
07.11.2024 | 0.20% | 8.04 CHF | 8.05 CHF | 77'000 | 77'000 | 38'192 | 38'192 | 304'129 CHF | 304'659 CHF | 100.00% | 100.00% |