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 | 0.14% | 6.91 CHF | 6.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 529'172 CHF | 529'922 CHF | 100.00% | 100.00% |
19.11.2024 | 0.14% | 7.01 CHF | 7.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 519'534 CHF | 520'284 CHF | 100.00% | 100.00% |
18.11.2024 | 0.14% | 7.17 CHF | 7.18 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 531'025 CHF | 531'775 CHF | 98.93% | 98.93% |
15.11.2024 | 0.14% | 7.00 CHF | 7.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 539'477 CHF | 540'227 CHF | 100.00% | 100.00% |
14.11.2024 | 0.13% | 7.48 CHF | 7.49 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 555'395 CHF | 556'145 CHF | 100.00% | 100.00% |
13.11.2024 | 0.14% | 7.33 CHF | 7.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 551'973 CHF | 552'723 CHF | 99.88% | 99.88% |
12.11.2024 | 0.13% | 7.60 CHF | 7.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 580'970 CHF | 581'720 CHF | 100.00% | 100.00% |
11.11.2024 | 0.13% | 7.94 CHF | 7.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 591'789 CHF | 592'539 CHF | 100.00% | 100.00% |
08.11.2024 | 0.13% | 7.62 CHF | 7.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 569'794 CHF | 570'544 CHF | 100.00% | 100.00% |
07.11.2024 | 0.13% | 7.74 CHF | 7.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 576'064 CHF | 576'814 CHF | 99.68% | 99.68% |