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 | 0.28% | 7.01 CHF | 7.03 CHF | 41'000 | 41'000 | 40'993 | 40'993 | 291'005 CHF | 291'825 CHF | 100.00% | 100.00% |
19.11.2024 | 0.28% | 7.02 CHF | 7.04 CHF | 41'000 | 41'000 | 41'007 | 41'007 | 288'316 CHF | 289'136 CHF | 100.00% | 100.00% |
18.11.2024 | 0.28% | 7.25 CHF | 7.27 CHF | 40'000 | 40'000 | 40'480 | 40'480 | 291'541 CHF | 292'351 CHF | 100.00% | 100.00% |
15.11.2024 | 0.28% | 7.17 CHF | 7.19 CHF | 41'000 | 41'000 | 40'174 | 40'174 | 291'376 CHF | 292'180 CHF | 100.00% | 100.00% |
14.11.2024 | 0.28% | 7.24 CHF | 7.26 CHF | 40'000 | 40'000 | 40'838 | 40'838 | 290'308 CHF | 291'124 CHF | 100.00% | 100.00% |
13.11.2024 | 0.29% | 6.95 CHF | 6.97 CHF | 41'000 | 41'000 | 41'753 | 41'753 | 287'547 CHF | 288'382 CHF | 100.00% | 100.00% |
12.11.2024 | 0.29% | 6.75 CHF | 6.77 CHF | 42'000 | 42'000 | 41'164 | 41'164 | 286'315 CHF | 287'139 CHF | 99.85% | 99.85% |
11.11.2024 | 0.27% | 7.25 CHF | 7.27 CHF | 40'000 | 40'000 | 40'034 | 40'034 | 291'088 CHF | 291'889 CHF | 99.73% | 99.73% |
08.11.2024 | 0.29% | 7.17 CHF | 7.19 CHF | 41'000 | 41'000 | 39'121 | 39'121 | 286'472 CHF | 287'275 CHF | 100.00% | 100.00% |
07.11.2024 | 0.25% | 7.97 CHF | 7.99 CHF | 39'000 | 39'000 | 39'134 | 39'134 | 312'005 CHF | 312'788 CHF | 100.00% | 100.00% |