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% | 7.56 CHF | 7.57 CHF | 51'000 | 51'000 | 20'449 | 20'449 | 155'386 CHF | 155'685 CHF | 99.75% | 99.75% |
19.11.2024 | 0.25% | 7.50 CHF | 7.51 CHF | 52'000 | 52'000 | 20'965 | 20'965 | 153'950 CHF | 154'255 CHF | 99.97% | 99.97% |
18.11.2024 | 0.25% | 7.38 CHF | 7.39 CHF | 52'000 | 52'000 | 20'469 | 20'469 | 148'124 CHF | 148'419 CHF | 99.89% | 99.89% |
15.11.2024 | 0.23% | 7.36 CHF | 7.37 CHF | 52'000 | 52'000 | 20'060 | 20'060 | 152'306 CHF | 152'594 CHF | 98.81% | 98.81% |
14.11.2024 | 0.22% | 8.03 CHF | 8.04 CHF | 49'000 | 49'000 | 19'454 | 19'454 | 156'338 CHF | 156'620 CHF | 100.00% | 100.00% |
13.11.2024 | 0.22% | 7.91 CHF | 7.92 CHF | 50'000 | 50'000 | 19'509 | 19'509 | 158'025 CHF | 158'308 CHF | 100.00% | 100.00% |
12.11.2024 | 0.26% | 8.26 CHF | 8.27 CHF | 49'000 | 49'000 | 18'128 | 18'128 | 151'360 CHF | 151'616 CHF | 95.89% | 99.82% |
11.11.2024 | 0.21% | 8.48 CHF | 8.49 CHF | 48'000 | 48'000 | 18'700 | 18'700 | 161'453 CHF | 161'723 CHF | 99.59% | 99.59% |
08.11.2024 | 0.20% | 8.70 CHF | 8.71 CHF | 47'000 | 47'000 | 18'367 | 18'367 | 162'659 CHF | 162'924 CHF | 100.00% | 100.00% |
07.11.2024 | 0.39% | 9.19 CHF | 9.20 CHF | 45'000 | 45'000 | 14'458 | 14'458 | 126'394 CHF | 126'655 CHF | 98.05% | 98.05% |