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% | 7.46 CHF | 7.47 CHF | 34'000 | 34'000 | 33'323 | 33'323 | 250'049 CHF | 250'382 CHF | 98.88% | 98.88% |
19.11.2024 | 0.14% | 7.39 CHF | 7.40 CHF | 34'000 | 34'000 | 33'955 | 33'955 | 249'408 CHF | 249'747 CHF | 97.93% | 97.93% |
18.11.2024 | 0.13% | 7.69 CHF | 7.70 CHF | 33'000 | 33'000 | 32'510 | 32'510 | 251'178 CHF | 251'504 CHF | 99.89% | 99.89% |
15.11.2024 | 0.13% | 7.77 CHF | 7.78 CHF | 32'000 | 32'000 | 31'665 | 31'665 | 250'354 CHF | 250'671 CHF | 100.00% | 100.00% |
14.11.2024 | 0.13% | 8.04 CHF | 8.05 CHF | 31'000 | 31'000 | 31'774 | 31'774 | 250'386 CHF | 250'704 CHF | 98.64% | 98.64% |
13.11.2024 | 0.13% | 7.73 CHF | 7.74 CHF | 32'000 | 32'000 | 32'000 | 32'000 | 248'540 CHF | 248'860 CHF | 100.00% | 100.00% |
12.11.2024 | 0.13% | 7.65 CHF | 7.66 CHF | 32'000 | 32'000 | 32'000 | 32'000 | 248'902 CHF | 249'222 CHF | 99.88% | 99.88% |
11.11.2024 | 0.13% | 7.79 CHF | 7.80 CHF | 32'000 | 32'000 | 32'000 | 32'000 | 247'593 CHF | 247'913 CHF | 100.00% | 100.00% |
08.11.2024 | 0.13% | 7.63 CHF | 7.64 CHF | 32'000 | 32'000 | 32'270 | 32'270 | 245'868 CHF | 246'191 CHF | 98.60% | 98.60% |
07.11.2024 | 0.13% | 7.68 CHF | 7.69 CHF | 32'000 | 32'000 | 31'983 | 31'983 | 248'726 CHF | 249'046 CHF | 100.00% | 100.00% |