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 | 0.14% | 7.22 CHF | 7.23 CHF | 29'000 | 29'000 | 28'727 | 28'727 | 208'519 CHF | 208'807 CHF | 100.00% | 100.00% |
19.11.2024 | 0.14% | 7.15 CHF | 7.16 CHF | 29'000 | 29'000 | 28'725 | 28'725 | 206'748 CHF | 207'036 CHF | 98.92% | 98.92% |
18.11.2024 | 0.14% | 7.11 CHF | 7.12 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 208'528 CHF | 208'826 CHF | 100.00% | 100.00% |
15.11.2024 | 0.15% | 6.84 CHF | 6.85 CHF | 30'000 | 30'000 | 30'077 | 30'077 | 204'592 CHF | 204'893 CHF | 71.75% | 71.75% |
14.11.2024 | 0.15% | 6.77 CHF | 6.78 CHF | 30'000 | 30'000 | 30'481 | 30'481 | 202'290 CHF | 202'595 CHF | 100.00% | 100.00% |
13.11.2024 | 0.15% | 6.74 CHF | 6.75 CHF | 30'000 | 30'000 | 30'455 | 30'455 | 204'869 CHF | 205'174 CHF | 99.35% | 99.35% |
12.11.2024 | 0.15% | 6.66 CHF | 6.67 CHF | 31'000 | 31'000 | 29'861 | 29'861 | 202'479 CHF | 202'778 CHF | 100.00% | 100.00% |
11.11.2024 | 0.14% | 6.91 CHF | 6.92 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 207'117 CHF | 207'414 CHF | 100.00% | 100.00% |
08.11.2024 | 0.15% | 6.51 CHF | 6.52 CHF | 31'000 | 31'000 | 30'710 | 30'710 | 200'090 CHF | 200'397 CHF | 100.00% | 100.00% |
07.11.2024 | 0.15% | 6.63 CHF | 6.64 CHF | 31'000 | 31'000 | 30'710 | 30'710 | 203'570 CHF | 203'877 CHF | 100.00% | 100.00% |