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 | 0.60% | 7.23 CHF | 7.27 CHF | 22'500 | 22'500 | 22'500 | 22'500 | 162'992 CHF | 163'979 CHF | 99.99% | 99.99% |
19.11.2024 | 0.60% | 7.19 CHF | 7.24 CHF | 22'500 | 22'500 | 22'500 | 22'500 | 161'463 CHF | 162'430 CHF | 100.00% | 100.00% |
18.11.2024 | 0.60% | 7.22 CHF | 7.26 CHF | 22'500 | 22'500 | 22'500 | 22'500 | 161'706 CHF | 162'673 CHF | 99.99% | 99.99% |
15.11.2024 | 0.60% | 7.23 CHF | 7.27 CHF | 22'500 | 22'500 | 22'500 | 22'500 | 163'391 CHF | 164'379 CHF | 100.00% | 100.00% |
14.11.2024 | 0.59% | 7.36 CHF | 7.40 CHF | 22'500 | 22'500 | 22'500 | 22'500 | 165'944 CHF | 166'934 CHF | 100.00% | 100.00% |
13.11.2024 | 0.60% | 7.43 CHF | 7.47 CHF | 22'500 | 22'500 | 22'500 | 22'500 | 166'611 CHF | 167'619 CHF | 100.00% | 100.00% |
12.11.2024 | 0.60% | 7.46 CHF | 7.51 CHF | 22'500 | 22'500 | 22'500 | 22'500 | 168'776 CHF | 169'788 CHF | 100.00% | 100.00% |
11.11.2024 | 0.60% | 7.52 CHF | 7.57 CHF | 22'500 | 22'500 | 22'500 | 22'500 | 168'066 CHF | 169'078 CHF | 96.59% | 96.59% |
08.11.2024 | 0.60% | 7.42 CHF | 7.46 CHF | 22'500 | 22'500 | 22'500 | 22'500 | 166'090 CHF | 167'086 CHF | 100.00% | 100.00% |
07.11.2024 | 0.60% | 7.39 CHF | 7.43 CHF | 22'500 | 22'500 | 22'500 | 22'500 | 166'602 CHF | 167'609 CHF | 100.00% | 100.00% |