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% | 7.38 CHF | 7.40 CHF | 34'200 | 34'200 | 33'838 | 33'838 | 242'569 CHF | 243'246 CHF | 100.00% | 100.00% |
19.11.2024 | 0.28% | 7.18 CHF | 7.20 CHF | 33'600 | 33'600 | 34'563 | 34'563 | 250'698 CHF | 251'389 CHF | 100.00% | 100.00% |
18.11.2024 | 0.29% | 7.00 CHF | 7.02 CHF | 35'200 | 35'200 | 35'864 | 35'864 | 250'661 CHF | 251'378 CHF | 100.00% | 100.00% |
15.11.2024 | 0.29% | 6.99 CHF | 7.01 CHF | 36'400 | 36'400 | 35'739 | 35'739 | 244'226 CHF | 244'941 CHF | 100.00% | 100.00% |
14.11.2024 | 0.29% | 6.85 CHF | 6.87 CHF | 35'300 | 35'300 | 35'421 | 35'421 | 246'590 CHF | 247'298 CHF | 99.79% | 99.79% |
13.11.2024 | 0.29% | 7.16 CHF | 7.18 CHF | 35'500 | 35'500 | 34'896 | 34'896 | 241'887 CHF | 242'585 CHF | 100.00% | 100.00% |
12.11.2024 | 0.29% | 7.04 CHF | 7.06 CHF | 34'500 | 34'500 | 34'922 | 34'922 | 244'717 CHF | 245'416 CHF | 100.00% | 100.00% |
11.11.2024 | 0.29% | 6.92 CHF | 6.94 CHF | 35'200 | 35'200 | 35'743 | 35'743 | 246'437 CHF | 247'152 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 6.86 CHF | 6.88 CHF | 36'200 | 36'200 | 37'225 | 37'225 | 251'685 CHF | 252'430 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 6.56 CHF | 6.58 CHF | 37'900 | 37'900 | 36'157 | 36'157 | 234'007 CHF | 234'730 CHF | 100.00% | 100.00% |