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% | 7.54 CHF | 7.55 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 575'856 CHF | 576'606 CHF | 100.00% | 100.00% |
19.11.2024 | 0.13% | 7.63 CHF | 7.64 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 566'604 CHF | 567'354 CHF | 100.00% | 100.00% |
18.11.2024 | 0.13% | 7.80 CHF | 7.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 577'967 CHF | 578'717 CHF | 98.93% | 98.93% |
15.11.2024 | 0.13% | 7.62 CHF | 7.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 586'351 CHF | 587'101 CHF | 100.00% | 100.00% |
14.11.2024 | 0.12% | 8.10 CHF | 8.11 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 602'148 CHF | 602'898 CHF | 100.00% | 100.00% |
13.11.2024 | 0.13% | 7.95 CHF | 7.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 598'726 CHF | 599'476 CHF | 99.87% | 99.87% |
12.11.2024 | 0.12% | 8.22 CHF | 8.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 627'854 CHF | 628'604 CHF | 100.00% | 100.00% |
11.11.2024 | 0.12% | 8.56 CHF | 8.57 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 638'669 CHF | 639'419 CHF | 100.00% | 100.00% |
08.11.2024 | 0.12% | 8.25 CHF | 8.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 616'673 CHF | 617'423 CHF | 100.00% | 100.00% |
07.11.2024 | 0.12% | 8.36 CHF | 8.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 622'730 CHF | 623'480 CHF | 99.68% | 99.68% |