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 | 0.62% | 7.27 CHF | 7.29 CHF | 5'510 | 5'510 | 3'652 | 3'652 | 27'048 CHF | 27'203 CHF | 100.00% | 100.00% |
19.11.2024 | 0.63% | 7.31 CHF | 7.33 CHF | 5'510 | 5'510 | 3'679 | 3'679 | 26'988 CHF | 27'143 CHF | 99.07% | 99.07% |
18.11.2024 | 0.64% | 7.50 CHF | 7.52 CHF | 5'430 | 5'430 | 3'692 | 3'692 | 26'936 CHF | 27'093 CHF | 99.99% | 99.99% |
15.11.2024 | 0.65% | 7.13 CHF | 7.15 CHF | 5'600 | 5'600 | 3'674 | 3'674 | 26'722 CHF | 26'881 CHF | 72.05% | 72.05% |
14.11.2024 | 0.61% | 7.47 CHF | 7.49 CHF | 5'450 | 5'450 | 3'613 | 3'613 | 27'353 CHF | 27'505 CHF | 100.00% | 100.00% |
13.11.2024 | 0.60% | 7.66 CHF | 7.68 CHF | 5'360 | 5'360 | 3'571 | 3'571 | 27'679 CHF | 27'830 CHF | 99.91% | 99.91% |
12.11.2024 | 0.58% | 7.85 CHF | 7.87 CHF | 5'300 | 5'300 | 3'504 | 3'504 | 27'995 CHF | 28'143 CHF | 100.00% | 100.00% |
11.11.2024 | 0.57% | 8.09 CHF | 8.11 CHF | 5'210 | 5'210 | 3'483 | 3'483 | 28'212 CHF | 28'359 CHF | 100.00% | 100.00% |
08.11.2024 | 0.56% | 8.24 CHF | 8.26 CHF | 5'170 | 5'170 | 3'465 | 3'465 | 28'539 CHF | 28'686 CHF | 100.00% | 100.00% |
07.11.2024 | 0.58% | 8.13 CHF | 8.15 CHF | 5'240 | 5'240 | 3'533 | 3'533 | 28'349 CHF | 28'498 CHF | 100.00% | 100.00% |