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 | 0.41% | 7.58 CHF | 7.59 CHF | 29'000 | 29'000 | 13'415 | 13'415 | 101'486 CHF | 101'805 CHF | 99.33% | 99.33% |
19.11.2024 | 0.41% | 7.55 CHF | 7.56 CHF | 29'000 | 29'000 | 13'359 | 13'359 | 100'770 CHF | 101'088 CHF | 99.68% | 99.68% |
18.11.2024 | 0.40% | 7.69 CHF | 7.70 CHF | 29'000 | 29'000 | 13'403 | 13'403 | 103'674 CHF | 103'993 CHF | 99.80% | 99.80% |
15.11.2024 | 0.41% | 7.77 CHF | 7.78 CHF | 29'000 | 29'000 | 13'406 | 13'406 | 102'972 CHF | 103'292 CHF | 99.72% | 99.72% |
14.11.2024 | 0.40% | 7.81 CHF | 7.82 CHF | 29'000 | 29'000 | 12'943 | 12'943 | 101'689 CHF | 101'990 CHF | 98.55% | 98.55% |
13.11.2024 | 0.40% | 7.90 CHF | 7.91 CHF | 28'000 | 28'000 | 13'339 | 13'339 | 103'892 CHF | 104'209 CHF | 100.00% | 100.00% |
12.11.2024 | 0.39% | 7.76 CHF | 7.77 CHF | 29'000 | 29'000 | 13'136 | 13'136 | 102'989 CHF | 103'296 CHF | 99.89% | 99.89% |
11.11.2024 | 0.40% | 7.86 CHF | 7.87 CHF | 29'000 | 29'000 | 13'145 | 13'145 | 102'887 CHF | 103'201 CHF | 99.90% | 99.90% |
08.11.2024 | 0.41% | 7.68 CHF | 7.69 CHF | 29'000 | 29'000 | 13'577 | 13'577 | 102'211 CHF | 102'530 CHF | 98.52% | 98.52% |
07.11.2024 | 0.40% | 7.53 CHF | 7.54 CHF | 30'000 | 30'000 | 13'456 | 13'456 | 103'119 CHF | 103'438 CHF | 100.00% | 100.00% |