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% | 7.33 CHF | 7.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 187'553 CHF | 187'803 CHF | 99.39% | 99.39% |
19.11.2024 | 0.13% | 7.45 CHF | 7.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 186'413 CHF | 186'663 CHF | 99.26% | 99.26% |
18.11.2024 | 0.12% | 8.07 CHF | 8.08 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 205'016 CHF | 205'266 CHF | 99.30% | 99.30% |
15.11.2024 | 0.12% | 8.42 CHF | 8.43 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 211'396 CHF | 211'646 CHF | 99.39% | 99.39% |
14.11.2024 | 0.11% | 8.51 CHF | 8.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 218'727 CHF | 218'977 CHF | 99.38% | 99.38% |
13.11.2024 | 0.13% | 7.58 CHF | 7.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 189'574 CHF | 189'824 CHF | 87.92% | 87.92% |
12.11.2024 | 0.13% | 7.52 CHF | 7.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 198'017 CHF | 198'267 CHF | 98.85% | 98.85% |
11.11.2024 | 0.12% | 8.32 CHF | 8.33 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 208'909 CHF | 209'159 CHF | 99.29% | 99.29% |
08.11.2024 | 0.12% | 8.04 CHF | 8.05 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 204'551 CHF | 204'801 CHF | 99.39% | 99.39% |
07.11.2024 | 0.12% | 8.57 CHF | 8.58 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 209'243 CHF | 209'493 CHF | 99.25% | 99.25% |