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 | 75'000 | 75'000 | 75'000 | 75'000 | 582'419 CHF | 583'169 CHF | 100.00% | 100.00% |
19.11.2024 | 0.13% | 7.78 CHF | 7.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 584'558 CHF | 585'308 CHF | 99.90% | 99.90% |
18.11.2024 | 0.13% | 7.71 CHF | 7.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 581'187 CHF | 581'937 CHF | 99.92% | 99.92% |
15.11.2024 | 0.13% | 7.74 CHF | 7.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 575'649 CHF | 576'399 CHF | 100.00% | 100.00% |
14.11.2024 | 0.13% | 7.56 CHF | 7.57 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 569'178 CHF | 569'928 CHF | 100.00% | 100.00% |
13.11.2024 | 0.13% | 7.57 CHF | 7.58 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 574'566 CHF | 575'316 CHF | 100.00% | 100.00% |
12.11.2024 | 0.13% | 7.58 CHF | 7.59 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 562'155 CHF | 562'905 CHF | 99.71% | 99.71% |
11.11.2024 | 0.13% | 7.44 CHF | 7.45 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 561'045 CHF | 561'795 CHF | 99.85% | 99.85% |
08.11.2024 | 0.13% | 7.65 CHF | 7.66 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 559'002 CHF | 559'752 CHF | 100.00% | 100.00% |
07.11.2024 | 0.13% | 7.31 CHF | 7.32 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 566'281 CHF | 567'031 CHF | 85.26% | 85.26% |