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 | 0.25% | 7.26 CHF | 7.27 CHF | 51'000 | 51'000 | 20'449 | 20'449 | 149'071 CHF | 149'369 CHF | 99.76% | 99.76% |
19.11.2024 | 0.26% | 7.19 CHF | 7.20 CHF | 52'000 | 52'000 | 20'965 | 20'965 | 147'495 CHF | 147'801 CHF | 99.97% | 99.97% |
18.11.2024 | 0.26% | 7.07 CHF | 7.08 CHF | 52'000 | 52'000 | 20'469 | 20'469 | 141'820 CHF | 142'115 CHF | 99.89% | 99.89% |
15.11.2024 | 0.24% | 7.05 CHF | 7.06 CHF | 52'000 | 52'000 | 20'060 | 20'060 | 146'086 CHF | 146'374 CHF | 98.81% | 98.81% |
14.11.2024 | 0.23% | 7.72 CHF | 7.73 CHF | 49'000 | 49'000 | 19'454 | 19'454 | 150'324 CHF | 150'606 CHF | 100.00% | 100.00% |
13.11.2024 | 0.23% | 7.61 CHF | 7.62 CHF | 50'000 | 50'000 | 19'511 | 19'511 | 152'040 CHF | 152'323 CHF | 100.00% | 100.00% |
12.11.2024 | 0.27% | 7.96 CHF | 7.97 CHF | 49'000 | 49'000 | 18'127 | 18'127 | 145'786 CHF | 146'042 CHF | 95.89% | 99.82% |
11.11.2024 | 0.21% | 8.18 CHF | 8.19 CHF | 48'000 | 48'000 | 18'700 | 18'700 | 155'732 CHF | 156'001 CHF | 99.59% | 99.59% |
08.11.2024 | 0.21% | 8.39 CHF | 8.40 CHF | 47'000 | 47'000 | 18'367 | 18'367 | 157'096 CHF | 157'361 CHF | 100.00% | 100.00% |
07.11.2024 | 0.41% | 8.89 CHF | 8.90 CHF | 45'000 | 45'000 | 14'459 | 14'459 | 122'000 CHF | 122'261 CHF | 98.05% | 98.05% |