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% | 7.66 CHF | 7.67 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 585'005 CHF | 585'755 CHF | 99.96% | 99.96% |
19.11.2024 | 0.13% | 7.76 CHF | 7.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 575'838 CHF | 576'588 CHF | 100.00% | 100.00% |
18.11.2024 | 0.13% | 7.92 CHF | 7.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 587'195 CHF | 587'945 CHF | 98.88% | 98.88% |
15.11.2024 | 0.13% | 7.75 CHF | 7.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 595'564 CHF | 596'314 CHF | 100.00% | 100.00% |
14.11.2024 | 0.12% | 8.22 CHF | 8.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 611'312 CHF | 612'062 CHF | 100.00% | 100.00% |
13.11.2024 | 0.12% | 8.07 CHF | 8.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 607'881 CHF | 608'631 CHF | 99.87% | 99.87% |
12.11.2024 | 0.12% | 8.35 CHF | 8.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 637'068 CHF | 637'818 CHF | 100.00% | 100.00% |
11.11.2024 | 0.12% | 8.69 CHF | 8.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 647'872 CHF | 648'622 CHF | 100.00% | 100.00% |
08.11.2024 | 0.12% | 8.37 CHF | 8.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 625'888 CHF | 626'638 CHF | 100.00% | 100.00% |
07.11.2024 | 0.12% | 8.48 CHF | 8.49 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 631'871 CHF | 632'621 CHF | 99.67% | 99.67% |