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% | 7.41 CHF | 7.42 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 112'013 CHF | 112'163 CHF | 95.73% | 95.73% |
19.11.2024 | 0.13% | 7.34 CHF | 7.35 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 112'000 CHF | 112'150 CHF | 99.28% | 99.28% |
18.11.2024 | 0.13% | 7.55 CHF | 7.56 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 115'170 CHF | 115'320 CHF | 68.14% | 68.14% |
15.11.2024 | 0.13% | 7.88 CHF | 7.89 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 118'480 CHF | 118'630 CHF | 98.60% | 98.60% |
14.11.2024 | 0.12% | 8.17 CHF | 8.18 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 128'540 CHF | 128'690 CHF | 84.67% | 84.67% |
13.11.2024 | 0.11% | 8.90 CHF | 8.91 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 132'820 CHF | 132'970 CHF | 99.40% | 99.40% |
12.11.2024 | 0.11% | 8.89 CHF | 8.90 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 136'424 CHF | 136'574 CHF | 83.40% | 83.40% |
11.11.2024 | 0.11% | 9.63 CHF | 9.64 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 141'916 CHF | 142'066 CHF | 96.48% | 96.48% |
08.11.2024 | 0.11% | 9.37 CHF | 9.38 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 134'993 CHF | 135'143 CHF | 91.97% | 91.97% |
07.11.2024 | 0.13% | 7.77 CHF | 7.78 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 118'402 CHF | 118'552 CHF | 70.32% | 70.32% |