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% | 7.04 CHF | 7.05 CHF | 72'000 | 72'000 | 71'812 | 71'812 | 510'386 CHF | 511'104 CHF | 100.00% | 100.00% |
19.11.2024 | 0.14% | 6.98 CHF | 6.99 CHF | 74'000 | 74'000 | 73'695 | 73'695 | 509'501 CHF | 510'238 CHF | 100.00% | 100.00% |
18.11.2024 | 0.14% | 6.96 CHF | 6.97 CHF | 74'000 | 74'000 | 73'695 | 73'695 | 510'412 CHF | 511'149 CHF | 100.00% | 100.00% |
15.11.2024 | 0.14% | 6.88 CHF | 6.89 CHF | 74'000 | 74'000 | 73'655 | 73'655 | 511'507 CHF | 512'244 CHF | 100.00% | 100.00% |
14.11.2024 | 0.14% | 7.04 CHF | 7.05 CHF | 72'000 | 72'000 | 72'312 | 72'312 | 507'257 CHF | 507'980 CHF | 100.00% | 100.00% |
13.11.2024 | 0.14% | 6.98 CHF | 6.99 CHF | 74'000 | 74'000 | 73'563 | 73'563 | 510'846 CHF | 511'581 CHF | 100.00% | 100.00% |
12.11.2024 | 0.14% | 7.07 CHF | 7.08 CHF | 72'000 | 72'000 | 71'703 | 71'703 | 508'721 CHF | 509'438 CHF | 100.00% | 100.00% |
11.11.2024 | 0.14% | 7.12 CHF | 7.13 CHF | 72'000 | 72'000 | 71'703 | 71'703 | 514'535 CHF | 515'252 CHF | 100.00% | 100.00% |
08.11.2024 | 0.14% | 7.12 CHF | 7.13 CHF | 72'000 | 72'000 | 71'700 | 71'700 | 511'226 CHF | 511'943 CHF | 99.18% | 99.18% |
07.11.2024 | 0.14% | 7.09 CHF | 7.10 CHF | 72'000 | 72'000 | 72'441 | 72'441 | 508'094 CHF | 508'819 CHF | 100.00% | 100.00% |