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% | 7.33 CHF | 7.34 CHF | 82'000 | 82'000 | 40'058 | 40'058 | 298'645 CHF | 299'198 CHF | 99.90% | 99.90% |
19.11.2024 | 0.21% | 7.37 CHF | 7.38 CHF | 82'000 | 82'000 | 40'114 | 40'114 | 296'744 CHF | 297'298 CHF | 100.00% | 100.00% |
18.11.2024 | 0.21% | 7.56 CHF | 7.57 CHF | 81'000 | 81'000 | 39'454 | 39'454 | 291'573 CHF | 292'125 CHF | 99.70% | 99.70% |
15.11.2024 | 0.21% | 7.19 CHF | 7.20 CHF | 83'000 | 83'000 | 40'287 | 40'287 | 294'975 CHF | 295'531 CHF | 99.98% | 99.98% |
14.11.2024 | 0.20% | 7.54 CHF | 7.55 CHF | 81'000 | 81'000 | 38'563 | 38'563 | 294'250 CHF | 294'779 CHF | 99.99% | 99.99% |
13.11.2024 | 0.20% | 7.72 CHF | 7.73 CHF | 80'000 | 80'000 | 38'781 | 38'781 | 303'084 CHF | 303'619 CHF | 100.00% | 100.00% |
12.11.2024 | 0.19% | 7.91 CHF | 7.92 CHF | 79'000 | 79'000 | 37'764 | 37'764 | 303'944 CHF | 304'464 CHF | 100.00% | 100.00% |
11.11.2024 | 0.19% | 8.15 CHF | 8.16 CHF | 77'000 | 77'000 | 37'182 | 37'182 | 303'434 CHF | 303'944 CHF | 100.00% | 100.00% |
08.11.2024 | 0.19% | 8.30 CHF | 8.31 CHF | 77'000 | 77'000 | 36'581 | 36'581 | 303'928 CHF | 304'430 CHF | 99.74% | 99.74% |
07.11.2024 | 0.19% | 8.19 CHF | 8.20 CHF | 77'000 | 77'000 | 38'192 | 38'192 | 309'703 CHF | 310'232 CHF | 100.00% | 100.00% |