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% | 7.38 CHF | 7.39 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 564'210 CHF | 564'960 CHF | 100.00% | 100.00% |
19.11.2024 | 0.14% | 7.48 CHF | 7.49 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 554'853 CHF | 555'603 CHF | 100.00% | 100.00% |
18.11.2024 | 0.13% | 7.64 CHF | 7.65 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 566'266 CHF | 567'016 CHF | 98.93% | 98.93% |
15.11.2024 | 0.13% | 7.47 CHF | 7.48 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 574'676 CHF | 575'426 CHF | 100.00% | 100.00% |
14.11.2024 | 0.13% | 7.95 CHF | 7.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 590'507 CHF | 591'257 CHF | 100.00% | 100.00% |
13.11.2024 | 0.13% | 7.80 CHF | 7.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 587'058 CHF | 587'808 CHF | 99.88% | 99.88% |
12.11.2024 | 0.12% | 8.07 CHF | 8.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 616'172 CHF | 616'922 CHF | 100.00% | 100.00% |
11.11.2024 | 0.12% | 8.41 CHF | 8.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 626'978 CHF | 627'728 CHF | 100.00% | 100.00% |
08.11.2024 | 0.12% | 8.09 CHF | 8.10 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 604'984 CHF | 605'734 CHF | 100.00% | 100.00% |
07.11.2024 | 0.12% | 8.20 CHF | 8.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 611'100 CHF | 611'850 CHF | 99.67% | 99.67% |