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 | 0.13% | 7.79 CHF | 7.80 CHF | 34'000 | 34'000 | 33'323 | 33'323 | 261'100 CHF | 261'433 CHF | 98.88% | 98.88% |
19.11.2024 | 0.13% | 7.72 CHF | 7.73 CHF | 34'000 | 34'000 | 33'956 | 33'956 | 260'656 CHF | 260'996 CHF | 97.93% | 97.93% |
18.11.2024 | 0.12% | 8.02 CHF | 8.03 CHF | 33'000 | 33'000 | 32'509 | 32'509 | 261'979 CHF | 262'304 CHF | 99.90% | 99.90% |
15.11.2024 | 0.12% | 8.10 CHF | 8.11 CHF | 32'000 | 32'000 | 31'665 | 31'665 | 260'888 CHF | 261'204 CHF | 100.00% | 100.00% |
14.11.2024 | 0.12% | 8.38 CHF | 8.39 CHF | 31'000 | 31'000 | 31'773 | 31'773 | 260'945 CHF | 261'263 CHF | 98.58% | 98.58% |
13.11.2024 | 0.12% | 8.06 CHF | 8.07 CHF | 32'000 | 32'000 | 32'000 | 32'000 | 259'181 CHF | 259'501 CHF | 100.00% | 100.00% |
12.11.2024 | 0.12% | 7.98 CHF | 7.99 CHF | 32'000 | 32'000 | 32'000 | 32'000 | 259'546 CHF | 259'866 CHF | 99.88% | 99.88% |
11.11.2024 | 0.12% | 8.12 CHF | 8.13 CHF | 32'000 | 32'000 | 32'000 | 32'000 | 258'237 CHF | 258'557 CHF | 100.00% | 100.00% |
08.11.2024 | 0.13% | 7.96 CHF | 7.97 CHF | 32'000 | 32'000 | 32'270 | 32'270 | 256'624 CHF | 256'947 CHF | 98.60% | 98.60% |
07.11.2024 | 0.12% | 8.01 CHF | 8.02 CHF | 32'000 | 32'000 | 31'982 | 31'982 | 259'350 CHF | 259'670 CHF | 100.00% | 100.00% |