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 | 0.44% | 7.07 CHF | 7.08 CHF | 29'000 | 29'000 | 13'431 | 13'431 | 94'699 CHF | 95'017 CHF | 99.45% | 99.45% |
19.11.2024 | 0.44% | 7.03 CHF | 7.04 CHF | 29'000 | 29'000 | 13'412 | 13'412 | 94'284 CHF | 94'601 CHF | 98.20% | 98.20% |
18.11.2024 | 0.43% | 7.18 CHF | 7.19 CHF | 29'000 | 29'000 | 13'412 | 13'412 | 96'831 CHF | 97'150 CHF | 99.69% | 99.69% |
15.11.2024 | 0.44% | 7.25 CHF | 7.26 CHF | 29'000 | 29'000 | 13'440 | 13'440 | 96'292 CHF | 96'612 CHF | 99.33% | 99.33% |
14.11.2024 | 0.42% | 7.30 CHF | 7.31 CHF | 29'000 | 29'000 | 12'995 | 12'995 | 95'402 CHF | 95'704 CHF | 98.03% | 98.03% |
13.11.2024 | 0.43% | 7.39 CHF | 7.40 CHF | 28'000 | 28'000 | 13'287 | 13'287 | 96'689 CHF | 97'007 CHF | 99.31% | 99.31% |
12.11.2024 | 0.42% | 7.25 CHF | 7.26 CHF | 29'000 | 29'000 | 13'161 | 13'161 | 96'463 CHF | 96'770 CHF | 99.50% | 99.50% |
11.11.2024 | 0.43% | 7.35 CHF | 7.36 CHF | 29'000 | 29'000 | 13'151 | 13'151 | 96'246 CHF | 96'559 CHF | 99.22% | 99.22% |
08.11.2024 | 0.45% | 7.18 CHF | 7.19 CHF | 29'000 | 29'000 | 13'514 | 13'514 | 94'892 CHF | 95'211 CHF | 98.12% | 98.12% |
07.11.2024 | 0.43% | 7.02 CHF | 7.03 CHF | 30'000 | 30'000 | 13'519 | 13'519 | 96'752 CHF | 97'071 CHF | 98.63% | 98.63% |