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% | 7.92 CHF | 7.93 CHF | 67'400 | 67'400 | 66'860 | 66'860 | 531'312 CHF | 531'981 CHF | 100.00% | 100.00% |
19.11.2024 | 0.12% | 8.10 CHF | 8.11 CHF | 66'500 | 66'500 | 67'886 | 67'886 | 547'233 CHF | 547'912 CHF | 100.00% | 100.00% |
18.11.2024 | 0.13% | 7.94 CHF | 7.95 CHF | 68'800 | 68'800 | 68'740 | 68'740 | 541'893 CHF | 542'580 CHF | 100.00% | 100.00% |
15.11.2024 | 0.13% | 7.84 CHF | 7.85 CHF | 68'800 | 68'800 | 69'106 | 69'106 | 541'694 CHF | 542'386 CHF | 98.67% | 98.67% |
14.11.2024 | 0.13% | 7.87 CHF | 7.88 CHF | 69'300 | 69'300 | 67'179 | 67'179 | 524'165 CHF | 524'837 CHF | 99.79% | 99.79% |
13.11.2024 | 0.12% | 8.04 CHF | 8.05 CHF | 65'800 | 65'800 | 65'500 | 65'500 | 530'029 CHF | 530'684 CHF | 100.00% | 100.00% |
12.11.2024 | 0.12% | 8.14 CHF | 8.15 CHF | 65'400 | 65'400 | 65'039 | 65'039 | 529'957 CHF | 530'607 CHF | 100.00% | 100.00% |
11.11.2024 | 0.12% | 8.23 CHF | 8.24 CHF | 64'800 | 64'800 | 62'636 | 62'636 | 517'468 CHF | 518'094 CHF | 100.00% | 100.00% |
08.11.2024 | 0.12% | 8.54 CHF | 8.55 CHF | 61'200 | 61'200 | 61'983 | 61'983 | 534'980 CHF | 535'599 CHF | 100.00% | 100.00% |
07.11.2024 | 0.12% | 8.63 CHF | 8.64 CHF | 62'500 | 62'500 | 62'863 | 62'863 | 534'604 CHF | 535'233 CHF | 100.00% | 100.00% |