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% | 7.08 CHF | 7.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 358'226 CHF | 358'726 CHF | 99.38% | 99.38% |
19.11.2024 | 0.14% | 7.09 CHF | 7.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 349'365 CHF | 349'865 CHF | 99.30% | 99.30% |
18.11.2024 | 0.14% | 7.17 CHF | 7.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 365'516 CHF | 366'016 CHF | 99.30% | 99.30% |
15.11.2024 | 0.14% | 7.40 CHF | 7.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 366'060 CHF | 366'560 CHF | 99.38% | 99.38% |
14.11.2024 | 0.14% | 7.26 CHF | 7.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 360'758 CHF | 361'258 CHF | 99.35% | 99.35% |
13.11.2024 | 0.14% | 7.16 CHF | 7.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 350'149 CHF | 350'649 CHF | 99.38% | 99.38% |
12.11.2024 | 0.16% | 5.90 CHF | 5.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 309'339 CHF | 309'839 CHF | 99.10% | 99.10% |
11.11.2024 | 0.16% | 6.22 CHF | 6.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 309'458 CHF | 309'958 CHF | 99.29% | 99.29% |
08.11.2024 | 0.17% | 5.97 CHF | 5.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 294'061 CHF | 294'561 CHF | 99.38% | 99.38% |
07.11.2024 | 0.17% | 5.86 CHF | 5.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 288'580 CHF | 289'080 CHF | 99.28% | 99.28% |