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 | 0.27% | 7.23 CHF | 7.25 CHF | 41'000 | 41'000 | 40'993 | 40'993 | 300'056 CHF | 300'876 CHF | 100.00% | 100.00% |
19.11.2024 | 0.28% | 7.24 CHF | 7.26 CHF | 41'000 | 41'000 | 41'007 | 41'007 | 297'334 CHF | 298'154 CHF | 100.00% | 100.00% |
18.11.2024 | 0.27% | 7.47 CHF | 7.49 CHF | 40'000 | 40'000 | 40'480 | 40'480 | 300'410 CHF | 301'220 CHF | 100.00% | 100.00% |
15.11.2024 | 0.27% | 7.39 CHF | 7.41 CHF | 41'000 | 41'000 | 40'174 | 40'174 | 300'176 CHF | 300'980 CHF | 100.00% | 100.00% |
14.11.2024 | 0.27% | 7.46 CHF | 7.48 CHF | 40'000 | 40'000 | 40'838 | 40'838 | 299'278 CHF | 300'095 CHF | 100.00% | 100.00% |
13.11.2024 | 0.28% | 7.17 CHF | 7.19 CHF | 41'000 | 41'000 | 41'754 | 41'754 | 296'776 CHF | 297'611 CHF | 100.00% | 100.00% |
12.11.2024 | 0.28% | 6.97 CHF | 6.99 CHF | 42'000 | 42'000 | 41'164 | 41'164 | 295'418 CHF | 296'241 CHF | 99.85% | 99.85% |
11.11.2024 | 0.27% | 7.46 CHF | 7.48 CHF | 40'000 | 40'000 | 40'034 | 40'034 | 299'846 CHF | 300'647 CHF | 99.65% | 99.65% |
08.11.2024 | 0.28% | 7.38 CHF | 7.40 CHF | 41'000 | 41'000 | 39'103 | 39'103 | 294'954 CHF | 295'757 CHF | 98.72% | 98.72% |
07.11.2024 | 0.24% | 8.19 CHF | 8.21 CHF | 39'000 | 39'000 | 39'134 | 39'134 | 320'470 CHF | 321'253 CHF | 100.00% | 100.00% |