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% | 7.48 CHF | 7.49 CHF | 34'000 | 34'000 | 33'326 | 33'326 | 250'800 CHF | 251'133 CHF | 99.38% | 99.38% |
19.11.2024 | 0.14% | 7.42 CHF | 7.43 CHF | 34'000 | 34'000 | 33'955 | 33'955 | 250'183 CHF | 250'523 CHF | 97.93% | 97.93% |
18.11.2024 | 0.13% | 7.71 CHF | 7.72 CHF | 33'000 | 33'000 | 32'509 | 32'509 | 251'868 CHF | 252'194 CHF | 99.88% | 99.88% |
15.11.2024 | 0.13% | 7.79 CHF | 7.80 CHF | 32'000 | 32'000 | 31'665 | 31'665 | 250'980 CHF | 251'297 CHF | 100.00% | 100.00% |
14.11.2024 | 0.13% | 8.07 CHF | 8.08 CHF | 31'000 | 31'000 | 31'773 | 31'773 | 251'084 CHF | 251'402 CHF | 98.60% | 98.60% |
13.11.2024 | 0.13% | 7.75 CHF | 7.76 CHF | 32'000 | 32'000 | 32'000 | 32'000 | 249'192 CHF | 249'512 CHF | 100.00% | 100.00% |
12.11.2024 | 0.13% | 7.67 CHF | 7.68 CHF | 32'000 | 32'000 | 32'000 | 32'000 | 249'552 CHF | 249'872 CHF | 99.89% | 99.89% |
11.11.2024 | 0.13% | 7.81 CHF | 7.82 CHF | 32'000 | 32'000 | 32'000 | 32'000 | 248'249 CHF | 248'569 CHF | 100.00% | 100.00% |
08.11.2024 | 0.13% | 7.65 CHF | 7.66 CHF | 32'000 | 32'000 | 32'270 | 32'270 | 246'551 CHF | 246'874 CHF | 98.60% | 98.60% |
07.11.2024 | 0.13% | 7.70 CHF | 7.71 CHF | 32'000 | 32'000 | 31'983 | 31'983 | 249'384 CHF | 249'704 CHF | 100.00% | 100.00% |