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% | 7.85 CHF | 7.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 599'109 CHF | 599'859 CHF | 100.00% | 100.00% |
19.11.2024 | 0.13% | 7.94 CHF | 7.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 590'043 CHF | 590'793 CHF | 100.00% | 100.00% |
18.11.2024 | 0.12% | 8.11 CHF | 8.12 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 601'372 CHF | 602'122 CHF | 98.92% | 98.92% |
15.11.2024 | 0.12% | 7.94 CHF | 7.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 609'720 CHF | 610'470 CHF | 100.00% | 100.00% |
14.11.2024 | 0.12% | 8.41 CHF | 8.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 625'442 CHF | 626'192 CHF | 100.00% | 100.00% |
13.11.2024 | 0.12% | 8.26 CHF | 8.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 622'013 CHF | 622'763 CHF | 99.87% | 99.87% |
12.11.2024 | 0.12% | 8.53 CHF | 8.54 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 651'224 CHF | 651'974 CHF | 100.00% | 100.00% |
11.11.2024 | 0.11% | 8.88 CHF | 8.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 662'031 CHF | 662'781 CHF | 100.00% | 100.00% |
08.11.2024 | 0.12% | 8.56 CHF | 8.57 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 640'040 CHF | 640'790 CHF | 100.00% | 100.00% |
07.11.2024 | 0.12% | 8.67 CHF | 8.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 645'975 CHF | 646'725 CHF | 99.68% | 99.68% |