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 | 0.12% | 7.98 CHF | 7.99 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 205'417 CHF | 205'667 CHF | 99.38% | 99.38% |
19.11.2024 | 0.12% | 8.26 CHF | 8.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 204'525 CHF | 204'775 CHF | 99.30% | 99.30% |
18.11.2024 | 0.12% | 8.47 CHF | 8.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 210'183 CHF | 210'433 CHF | 99.26% | 99.26% |
15.11.2024 | 0.12% | 8.12 CHF | 8.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 204'257 CHF | 204'507 CHF | 99.38% | 99.38% |
14.11.2024 | 0.12% | 8.18 CHF | 8.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 202'225 CHF | 202'475 CHF | 99.36% | 99.36% |
13.11.2024 | 0.12% | 7.93 CHF | 7.94 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 200'908 CHF | 201'158 CHF | 99.38% | 99.38% |
12.11.2024 | 0.12% | 8.14 CHF | 8.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 205'906 CHF | 206'156 CHF | 86.35% | 86.35% |
11.11.2024 | 0.12% | 8.41 CHF | 8.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 208'717 CHF | 208'967 CHF | 99.29% | 99.29% |
08.11.2024 | 0.12% | 8.16 CHF | 8.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 205'525 CHF | 205'775 CHF | 99.39% | 99.39% |
07.11.2024 | 0.12% | 8.40 CHF | 8.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 212'229 CHF | 212'479 CHF | 98.84% | 98.84% |