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% | 7.50 CHF | 7.51 CHF | 51'000 | 51'000 | 20'447 | 20'447 | 154'133 CHF | 154'432 CHF | 99.75% | 99.75% |
19.11.2024 | 0.25% | 7.44 CHF | 7.45 CHF | 52'000 | 52'000 | 20'967 | 20'967 | 152'743 CHF | 153'048 CHF | 99.97% | 99.97% |
18.11.2024 | 0.25% | 7.32 CHF | 7.33 CHF | 52'000 | 52'000 | 20'444 | 20'444 | 146'775 CHF | 147'070 CHF | 99.82% | 99.82% |
15.11.2024 | 0.23% | 7.30 CHF | 7.31 CHF | 52'000 | 52'000 | 20'060 | 20'060 | 151'088 CHF | 151'377 CHF | 98.81% | 98.81% |
14.11.2024 | 0.23% | 7.97 CHF | 7.98 CHF | 49'000 | 49'000 | 19'454 | 19'454 | 155'104 CHF | 155'386 CHF | 100.00% | 100.00% |
13.11.2024 | 0.22% | 7.85 CHF | 7.86 CHF | 50'000 | 50'000 | 19'512 | 19'512 | 156'832 CHF | 157'114 CHF | 100.00% | 100.00% |
12.11.2024 | 0.26% | 8.20 CHF | 8.21 CHF | 49'000 | 49'000 | 18'146 | 18'146 | 150'339 CHF | 150'597 CHF | 95.66% | 99.59% |
11.11.2024 | 0.21% | 8.42 CHF | 8.43 CHF | 48'000 | 48'000 | 18'664 | 18'664 | 159'901 CHF | 160'171 CHF | 99.47% | 99.47% |
08.11.2024 | 0.20% | 8.63 CHF | 8.64 CHF | 47'000 | 47'000 | 18'328 | 18'328 | 161'088 CHF | 161'353 CHF | 99.86% | 99.86% |
07.11.2024 | 0.40% | 9.12 CHF | 9.13 CHF | 45'000 | 45'000 | 14'289 | 14'289 | 123'857 CHF | 124'117 CHF | 97.52% | 97.52% |