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% | 7.31 CHF | 7.32 CHF | 51'000 | 51'000 | 20'447 | 20'447 | 150'258 CHF | 150'556 CHF | 99.75% | 99.75% |
19.11.2024 | 0.26% | 7.25 CHF | 7.26 CHF | 52'000 | 52'000 | 20'966 | 20'966 | 148'758 CHF | 149'064 CHF | 99.97% | 99.97% |
18.11.2024 | 0.26% | 7.13 CHF | 7.14 CHF | 52'000 | 52'000 | 20'444 | 20'444 | 142'880 CHF | 143'174 CHF | 99.82% | 99.82% |
15.11.2024 | 0.24% | 7.11 CHF | 7.12 CHF | 52'000 | 52'000 | 20'059 | 20'059 | 147'273 CHF | 147'561 CHF | 98.81% | 98.81% |
14.11.2024 | 0.23% | 7.78 CHF | 7.79 CHF | 49'000 | 49'000 | 19'451 | 19'451 | 151'386 CHF | 151'668 CHF | 100.00% | 100.00% |
13.11.2024 | 0.23% | 7.66 CHF | 7.67 CHF | 50'000 | 50'000 | 19'513 | 19'513 | 153'127 CHF | 153'409 CHF | 100.00% | 100.00% |
12.11.2024 | 0.26% | 8.01 CHF | 8.02 CHF | 49'000 | 49'000 | 18'151 | 18'151 | 146'961 CHF | 147'219 CHF | 95.66% | 99.59% |
11.11.2024 | 0.21% | 8.23 CHF | 8.24 CHF | 48'000 | 48'000 | 18'665 | 18'665 | 156'395 CHF | 156'665 CHF | 99.48% | 99.48% |
08.11.2024 | 0.21% | 8.44 CHF | 8.45 CHF | 47'000 | 47'000 | 18'342 | 18'342 | 157'780 CHF | 158'045 CHF | 99.91% | 99.91% |
07.11.2024 | 0.41% | 8.93 CHF | 8.94 CHF | 45'000 | 45'000 | 14'295 | 14'295 | 121'245 CHF | 121'505 CHF | 97.54% | 97.54% |