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 | 0.88% | 7.32 CHF | 7.35 CHF | 9'100 | 9'100 | 6'072 | 6'072 | 45'129 CHF | 45'493 CHF | 100.00% | 100.00% |
19.11.2024 | 0.88% | 7.56 CHF | 7.59 CHF | 9'040 | 9'040 | 6'090 | 6'090 | 45'185 CHF | 45'549 CHF | 99.09% | 99.09% |
18.11.2024 | 0.90% | 7.53 CHF | 7.56 CHF | 9'060 | 9'060 | 6'121 | 6'121 | 44'738 CHF | 45'106 CHF | 99.83% | 99.83% |
15.11.2024 | 0.91% | 7.21 CHF | 7.24 CHF | 9'190 | 9'190 | 6'080 | 6'080 | 44'357 CHF | 44'732 CHF | 72.16% | 72.16% |
14.11.2024 | 0.91% | 7.38 CHF | 7.41 CHF | 9'140 | 9'140 | 6'140 | 6'140 | 44'490 CHF | 44'859 CHF | 100.00% | 100.00% |
13.11.2024 | 0.93% | 7.13 CHF | 7.16 CHF | 9'240 | 9'240 | 6'222 | 6'222 | 43'997 CHF | 44'370 CHF | 99.94% | 99.94% |
12.11.2024 | 0.92% | 7.21 CHF | 7.24 CHF | 9'230 | 9'230 | 6'215 | 6'215 | 44'108 CHF | 44'481 CHF | 100.00% | 100.00% |
11.11.2024 | 0.90% | 7.01 CHF | 7.04 CHF | 9'360 | 9'360 | 6'202 | 6'202 | 44'657 CHF | 45'028 CHF | 100.00% | 100.00% |
08.11.2024 | 0.89% | 7.29 CHF | 7.32 CHF | 9'280 | 9'280 | 6'208 | 6'208 | 45'560 CHF | 45'933 CHF | 100.00% | 100.00% |
07.11.2024 | 0.93% | 7.22 CHF | 7.25 CHF | 9'360 | 9'360 | 6'309 | 6'309 | 44'482 CHF | 44'861 CHF | 100.00% | 100.00% |