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 | 0.72% | 7.91 CHF | 7.94 CHF | 9'100 | 9'100 | 6'072 | 6'072 | 48'667 CHF | 48'989 CHF | 100.00% | 100.00% |
19.11.2024 | 0.72% | 8.14 CHF | 8.17 CHF | 9'040 | 9'040 | 6'090 | 6'090 | 48'723 CHF | 49'045 CHF | 99.09% | 99.09% |
18.11.2024 | 0.73% | 8.11 CHF | 8.14 CHF | 9'060 | 9'060 | 6'121 | 6'121 | 48'311 CHF | 48'636 CHF | 99.83% | 99.83% |
15.11.2024 | 0.75% | 7.80 CHF | 7.83 CHF | 9'190 | 9'190 | 6'082 | 6'082 | 47'926 CHF | 48'259 CHF | 71.85% | 71.85% |
14.11.2024 | 0.74% | 7.97 CHF | 8.00 CHF | 9'130 | 9'130 | 6'140 | 6'140 | 48'078 CHF | 48'404 CHF | 100.00% | 100.00% |
13.11.2024 | 0.75% | 7.72 CHF | 7.75 CHF | 9'240 | 9'240 | 6'222 | 6'222 | 47'610 CHF | 47'940 CHF | 99.93% | 99.93% |
12.11.2024 | 0.75% | 7.79 CHF | 7.82 CHF | 9'230 | 9'230 | 6'215 | 6'215 | 47'710 CHF | 48'040 CHF | 100.00% | 100.00% |
11.11.2024 | 0.74% | 7.59 CHF | 7.62 CHF | 9'360 | 9'360 | 6'203 | 6'203 | 48'247 CHF | 48'575 CHF | 100.00% | 100.00% |
08.11.2024 | 0.73% | 7.86 CHF | 7.89 CHF | 9'280 | 9'280 | 6'207 | 6'207 | 49'114 CHF | 49'443 CHF | 100.00% | 100.00% |
07.11.2024 | 0.76% | 7.79 CHF | 7.82 CHF | 9'360 | 9'360 | 6'309 | 6'309 | 48'108 CHF | 48'443 CHF | 100.00% | 100.00% |