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 | 0.24% | 7.45 CHF | 7.46 CHF | 51'000 | 51'000 | 20'448 | 20'448 | 153'087 CHF | 153'386 CHF | 99.75% | 99.75% |
19.11.2024 | 0.25% | 7.39 CHF | 7.40 CHF | 52'000 | 52'000 | 20'966 | 20'966 | 151'602 CHF | 151'908 CHF | 99.97% | 99.97% |
18.11.2024 | 0.25% | 7.26 CHF | 7.27 CHF | 52'000 | 52'000 | 20'468 | 20'468 | 145'824 CHF | 146'120 CHF | 99.89% | 99.89% |
15.11.2024 | 0.23% | 7.24 CHF | 7.25 CHF | 52'000 | 52'000 | 20'060 | 20'060 | 150'046 CHF | 150'335 CHF | 98.81% | 98.81% |
14.11.2024 | 0.23% | 7.92 CHF | 7.93 CHF | 49'000 | 49'000 | 19'456 | 19'456 | 154'164 CHF | 154'446 CHF | 100.00% | 100.00% |
13.11.2024 | 0.22% | 7.80 CHF | 7.81 CHF | 50'000 | 50'000 | 19'510 | 19'510 | 155'860 CHF | 156'143 CHF | 100.00% | 100.00% |
12.11.2024 | 0.26% | 8.15 CHF | 8.16 CHF | 49'000 | 49'000 | 18'127 | 18'127 | 149'340 CHF | 149'597 CHF | 95.89% | 99.82% |
11.11.2024 | 0.21% | 8.37 CHF | 8.38 CHF | 48'000 | 48'000 | 18'698 | 18'698 | 159'354 CHF | 159'624 CHF | 99.59% | 99.59% |
08.11.2024 | 0.20% | 8.59 CHF | 8.60 CHF | 47'000 | 47'000 | 18'367 | 18'367 | 160'638 CHF | 160'903 CHF | 100.00% | 100.00% |
07.11.2024 | 0.40% | 9.08 CHF | 9.09 CHF | 45'000 | 45'000 | 14'458 | 14'458 | 124'786 CHF | 125'047 CHF | 98.05% | 98.05% |