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% | 7.10 CHF | 7.11 CHF | 82'000 | 82'000 | 40'056 | 40'056 | 289'484 CHF | 290'037 CHF | 99.89% | 99.89% |
19.11.2024 | 0.22% | 7.14 CHF | 7.15 CHF | 82'000 | 82'000 | 40'113 | 40'113 | 287'602 CHF | 288'156 CHF | 100.00% | 100.00% |
18.11.2024 | 0.22% | 7.33 CHF | 7.34 CHF | 81'000 | 81'000 | 39'445 | 39'445 | 282'490 CHF | 283'042 CHF | 99.68% | 99.68% |
15.11.2024 | 0.22% | 6.96 CHF | 6.97 CHF | 83'000 | 83'000 | 40'288 | 40'288 | 285'754 CHF | 286'310 CHF | 99.98% | 99.98% |
14.11.2024 | 0.21% | 7.31 CHF | 7.32 CHF | 81'000 | 81'000 | 38'569 | 38'569 | 285'452 CHF | 285'981 CHF | 100.00% | 100.00% |
13.11.2024 | 0.20% | 7.49 CHF | 7.50 CHF | 80'000 | 80'000 | 38'780 | 38'780 | 294'268 CHF | 294'803 CHF | 100.00% | 100.00% |
12.11.2024 | 0.20% | 7.68 CHF | 7.69 CHF | 79'000 | 79'000 | 37'760 | 37'760 | 295'316 CHF | 295'836 CHF | 99.99% | 99.99% |
11.11.2024 | 0.19% | 7.92 CHF | 7.93 CHF | 77'000 | 77'000 | 37'181 | 37'181 | 295'026 CHF | 295'536 CHF | 100.00% | 100.00% |
08.11.2024 | 0.19% | 8.08 CHF | 8.09 CHF | 77'000 | 77'000 | 36'570 | 36'570 | 295'635 CHF | 296'137 CHF | 99.72% | 99.72% |
07.11.2024 | 0.20% | 7.97 CHF | 7.98 CHF | 77'000 | 77'000 | 38'178 | 38'178 | 300'996 CHF | 301'526 CHF | 99.97% | 99.97% |