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 | 0.44% | 7.16 CHF | 7.17 CHF | 29'000 | 29'000 | 13'414 | 13'414 | 95'815 CHF | 96'134 CHF | 99.33% | 99.33% |
19.11.2024 | 0.44% | 7.13 CHF | 7.14 CHF | 29'000 | 29'000 | 13'401 | 13'401 | 95'423 CHF | 95'741 CHF | 99.93% | 99.93% |
18.11.2024 | 0.42% | 7.27 CHF | 7.28 CHF | 29'000 | 29'000 | 13'403 | 13'403 | 97'994 CHF | 98'313 CHF | 99.80% | 99.80% |
15.11.2024 | 0.43% | 7.35 CHF | 7.36 CHF | 29'000 | 29'000 | 13'406 | 13'406 | 97'281 CHF | 97'600 CHF | 99.72% | 99.72% |
14.11.2024 | 0.42% | 7.39 CHF | 7.40 CHF | 29'000 | 29'000 | 12'960 | 12'960 | 96'330 CHF | 96'631 CHF | 98.44% | 98.44% |
13.11.2024 | 0.43% | 7.48 CHF | 7.49 CHF | 28'000 | 28'000 | 13'337 | 13'337 | 98'265 CHF | 98'582 CHF | 100.00% | 100.00% |
12.11.2024 | 0.42% | 7.34 CHF | 7.35 CHF | 29'000 | 29'000 | 13'137 | 13'137 | 97'477 CHF | 97'783 CHF | 99.89% | 99.89% |
11.11.2024 | 0.43% | 7.44 CHF | 7.45 CHF | 29'000 | 29'000 | 13'145 | 13'145 | 97'385 CHF | 97'698 CHF | 99.90% | 99.90% |
08.11.2024 | 0.44% | 7.27 CHF | 7.28 CHF | 29'000 | 29'000 | 13'577 | 13'577 | 96'557 CHF | 96'876 CHF | 98.52% | 98.52% |
07.11.2024 | 0.43% | 7.11 CHF | 7.12 CHF | 30'000 | 30'000 | 13'456 | 13'456 | 97'516 CHF | 97'835 CHF | 100.00% | 100.00% |